During his training to become a Kingsman. We never see him train in combat, but we see at least a few weeks, to a few months pass during his training. When Harry is first in his coma, he is clean-shaven. When he awakes from his coma, he has a full, thick beard and long hair. So it's safe to say Eggsy and Roxy learned how to fight and shoot like a Kingsman agent in that time. Also, it is mentioned that Eggsy was in the Marines and was an accomplished gymnast, as well as being somewhat skilled in parkour. So he likely adapted to his training quickly.