My first one is tomorrow. Is there anything I need to do before it starts to get the best out of my newly drafted players? I can't find anything on Training Camps in the help section or getting started.

Try here .. http://www.myfootballnow.com/getting_started/stages

Thanks. How long does it last and where can I find what happened at the training camp when it finishes?

It's just one stage. When it's over you can switch your roster view to "progress overview" to see how much your players gained or lost.

Sorry I don't see the " progress overview" on the Roster page. Does it vanish after a new stage ?

Click on "Edit Filter" and under "Show" choose "Progress Overview."

Sweet , thanks

A couple of players did very well, gains of 13 and 11, a few dropped 4 or more, mainly in potential.

Will they change during the season as they play or is that the end of the changes until next season?

Yes, players will continue to change and progress over the course of the season. You can track their progression across the season on their individual player page.