A timid or shy dog can only learn inside their comfort zone. Training must begin where they feel safe and behaviors must be taught in very small increments. Home will probably be the best place to train and have learning take place for your dog.
How to train dog at home? You will need guidelines and equipment. There is a multitude of websites that can give you information on agility training. There are also books and videos that will give details and visual aids and lesson plans for beginners and expert levels.
For the timid dogs make sure your equipment is safe and sturdy. The pause table is a good place to begin your agility training. A 12" high pause table, with adjustable legs for later use, is a good starting place for all size dogs.
Remember with your shy dog, setup your table in an area that is very familiar to your dog. If your dog barks at anything new, just leave your pause table in your house or yard for several days, let your dog inspect and smell it on his own or with a little coaxing, but don't push to fast, remember baby steps with the insecure dog. With treats in a dish or his favorite toy placed on the table encourage your dog to get up on the table.
This may take more than one lesson, so be patient. If your timid dog looses interest in food or toys when you attempt something new, trying holding him and you sit on the table. If your dog is too big to hold, have him on leash and you sit on the table. If he backs away coax him, only treat or reward him when he comes to you, never when he's pulling back away from you or the table.
Eventually, you want your dog to be able to jump on the table with your cue word, "Table", "Box", whatever word you use, Stay on the table as you back away and then Come when you call. Build your distance slowly so that your dog is not pushed to soon.
You can follow the above techniques introducing new obstacles as your dog is able to succeed. As your dog succeeds on each new piece of equipment you will see his confidence grow.