What is the procedure for training a data set (of images) for object identifying? Which classifier would be the best? Thank you

I want to train my dataset of weapons (images) for weapon detection. can someone please tell me exactly what steps to follow and hot to do it?

I have a dataset of images (of weapons) that contains the type of weapon and coordinates of the weapon in any given image. I have converted them into xml file. what should i do next is confusing me?

I'm expecting something that will help me accurately detect and identify an object (weapons in this case)