I'm not sure what this is supposed to mean. How do you train a dog to be a therapy dog for another animal?
These dogs are companion animals for the cheetahs. They grow up together, and share a strong bond because they think of themselves as litter mates. They end up well trained, sure, because they live around staff at zoos who are professional animal handlers, but the relationship between the animals is pretty much the same as two puppies or two cheetahs that were raised together; if you adopted two puppies from different litters the same week, and raised them together, would you think of one of them as a therapy dog for the other?
The dog is given training just like a therapy dog. It's exposed to a lot of different experiences to help it stay calm while in front of the cheetah. The dog goes home with a trainer at the end of the day and goes on drives, hears horns and sounds, gets touched by new people so it learns new experiences. The cheetah stays calm when it sees that the dog is calm.