Depending on what offense and defense you run with your team you can build him more outside or inside focussed. SF's can use about any skill, so it's really up to you and what the rest of your team looks like. Outside and Inside defense is good in either case, Jumpshot and Inside shot too (either of them more depending on your offense).
If you're not sure yet, you can always start with One one One training for Forwards, it will train Drive, Handling, Jumpshot and Inside shot, you'll get many skill pops and all are helpful. Don't leave the other skills though, you need a balanced player.