There are new training course for BOE 4.1, but you may not have to take the courses to understand the differences. In my experience, there are numerous SAP partners capable of delivering delta training.
Universe Design - The user interface and methodology are very different when designing UNX universes vs UNV universes. In 4.1 you have projects, connections, data foundations and business layers and the promotion steps are different. Parameters are completely redone (Finally) to get rid of the old ugly formulas. Parameters can now be set at the data layer and business layer to better tune your queries. The main parts of the business layer are the same.
Webi - Design is completely different. Functionality in the design tool is organized into tabs to keep in line with Office 2010 and higher. The functionality is pretty close.
UI - Again, different but the same. Use the CMC to set the user preferences to folder structure as the default view, instead of the home tab to minimize the user shock. While there are subtle differences, it is the same functionality.
Deski to Webi Training - Most needed, but not an official course. There is a long list of Deski features that are not in WebI 4.1 but there are webi functions that can deliver most of the functionality and the gap is closing with every service pack.