You need to follow the associations in your data model from the Training object (the type of objects in your grid) to your context object (Employee).
So, your XPath should be like this (replacing ModuleName with the name of your actual module):
[ModuleName.Training_Course/ModuleName.Course/ModuleName.Role_Course/ModuleName.Role/ModuleName.Employee_Role = '[%CurrentObject%]' ]
This reads: "Give me all of the trainings related to a course, related to a role, related to the current context object (the employee)."