It varies depending on depots. At most TfW depots, you'll learn pretty much every route that depot works as part of your training, and you'll be working over them all once you're qualified. I'm pretty sure Cardiff Valleys work like this.
The exceptions are the mainline side of Cardiff, Shrewsbury, Crewe and Chester. All these depots have different links, which dictate what routes you'll cover.
If you're at Cardiff Mainline, then when you first qualify you'll be in a link with the most junior drivers, so you'll only work to Cheltenham, Ebbw Vale, Bridgend via VOG, and Maesteg. As time goes by you'll get the opportunity to move into more senior links, and with that goes the longer distance routes covered by Cardiff (Milford Haven, Chester and Crewe).