All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad, sallallaahu ‘alayhi wa sallam, is His slave and Messenger.
First of all, we say that learning war techniques is not restricted to men apart from women. When the Muslims were exposed to danger during the Battle of Uhud, Nusaybah bint Ka‘b took her sword and defended the Messenger of Allaah, sallallaahu ‘alayhi wa sallam. It is known that today the weapons and methods of defense and fighting have evolved, so it is permissible for a woman to receive training according to what suits her nature within the limits of the religion.
There is no doubt that abiding by these limits is not quite easy in the society where you live (a non-Muslim society), so if such training requires violating the religion, then it is not permissible to participate in it. For more benefit, please refer to Fatwa 85727.
This is in case you have a choice. If, however, you are forced, then you should fear Allaah to the best of your ability. Allaah says (what means): {So fear Allaah as much as you are able.} [Quran 64:16]
Finally, we would like to bring to your attention the danger of living in non-Muslim countries. Muslims could be faced with much hardship there. It is for this reason that the scholars are of the view that it is forbidden to reside in non-Muslim countries without a necessity or a dire need in order to avoid temptation and to ward off the causes of evil and corruption. Indeed, a Muslim's religion is the most precious thing that he has, so he should not ruin it for a worldly temporary benefit.
For more benefit, please refer to Fatwa 86405.
Allaah Knows best.