If I am not mistaken and I understand correctly, you can train Jedi on Coruscant. But, some of the Jedi's files are missing, so you can't build them unless you add the missing stuff. It is just like build time and build cost, I think...
If you want Sith soldiers with lightsabers, you can change the affiliation of the Jedi (Empire) to Sith (Rebellion) and possibly just give them the same textures as Sith soldiers.

What Syionic said should work.