You know there's no official training for garbagemen?

You know there's no official training for garbagemen?
They just pick things up as they go along.

This joke is a pun. To pick things up can both be taken literally and figuratively. The literal sense is that the garbage men lift things off of the ground (in order to put them into the garbage truck). The figurative sense for that statement is using the "learn things" sense of "pick things up", and that jives with the "they don't get training" statement in the setup of the joke.