Probably the best way to present risk and opportunities in a training session would be with examples. Both risk and opportunities are the effect of an uncertain outcome, with a potential negative or positive outcome. For instance, if a supplier notifies you that they will stop making a chemical you use, with the only know replacement chemical being more hazardous to your employees, this is a risk that you will want to try to address (such as finding a new supplier). If a supplier comes to you with a new chemical that they have developed which is less hazardous then this is an opportunity you can choose to go after by seeing if you can indeed use the safer chemical.
You can find out more about these requirements in ISO 45001 in the article: What are the new requirements for risks and opportunities according to ISO 45001?, https://advisera.com/45001academy/blog/2018/04/25/what-are-the-new-requirements-for-risks-and-opportunities-according-to-iso-45001/