If you are in Tarant after you join the theives undergoround you can use the lurker near poone's (not the bum, the guy who gives you jobs). Rumor suggests there is a guy in or in front of the pub in Dernholm who will teach you as well. I've had no luck with this. The main page of this site is not helpful when it comes to apprentice pick pocketting, so I'm not surprised you're having trouble.