M.G.
Hello A.. You can not start "sleep training" until 4 months. I have a 6 and 3 year old and I did sleep training with my six year old starting just afer 4 months old and had her sleeping good streatches, in her crib by 4 1/2 months and through the night (12 hours) by 7 or 8 months. I HIGHLY recommend the book "Healthy Sleep Habits, Happy Child", by Dr. Marc Weisbluth. I swore by it for the first 2 years. Now I have 2 of the BEST sleepers on the planet.
One key sign to watch for. Yawns. If you see one its almost nap time/bed time. At the second she should be on her way. Use whatever method works to get her to sleep, rocking, feeding, etc. One thing people don't understand, but is very true, Sleep begets Sleep. If you put her down earlier she will sleep longer. It's true and my daughter is proof. By 9 months she slept from 6:30p to 6:30a. Once in a while she'd wake for a bottle.
Good luck.