Personally I would HIGHLY reccomend a car. As it was stated before, there is a lot of places within walking distance around the hotels Mesaba puts you up in, but this area has a lot of fun stuff to do on study breaks and you can't beat the flexibility of a car.
There is a 24 hour shuttle (free except for the occasional tip) which will bring you around the entire area including to and from training, however the HR quarters is only 10-15 min. from the hotels and the shuttle is on a set schedule. They will pick you up for class at 7:30 AM and 5:15 PM everyday, but you're out of luck for lunch, etc. In addition, sometimes the class schedule fluctuates some lunches are 1 hour, some 1.5 hours...sometimes class gets out at 5:00, other days 4:45, and test days, whenever you are done.
It is definitly do-able either way, but cars add flexibility...me personally, after 8 hours of class everyday, the last thing I wanted to do was wait 1/2 hour for the shuttle.
P.S. It also depends on which equipment you get on. If you're in the Saab then you will be in the Eagan area for 6+ weeks, however if your in the CRJ you may only be in the area for 4 weeks then Denver/Canada for 2 weeks - in this case, driving all the way may not be worth it.