Shakespeare`s sister couldn`t get training in acting because at that time women couldn't be actors so that men played women's parts.
The Western tradition of theatre originated in ancient Greece and Rome. Greek culture placed women in an inferior position as compare to men, so womens' role in society was very restricted in many ways. For instance, they were not allowed to be on the stage because it was considered "dangerous." Consequently, men played male characters as well as female characters.
Furthermore, women were forbidden, by law, to perform in the Elizabethan theatre, therefore there were no actresses at the Globe Theatre.