Just so it’s completely certain, he means make sure you have the right weapon AND have the martial art skill you want to use selected by pressing the “_” button. (I think it’s that.)
Just because you hold an arming sword doesn’t mean it instantly switches to medieval swordsmanship for example, you’ve still got to select the martial art you want to use. As for the abilities in the martial arts, yeah that’s automatic.
As for if melee weapon training is good, I’d say; Don’t bother wasting skill points in to it, as it’s easy enough to train. I’m not saying it’s not a good skill, because it’s bloody brilliant, just go bash a few zombie brains instead, it’ll level up quickly enough.