'You should have caught the right fox,‘ said Fox smoothly. "I've got nothing against you," he went on. "Every creaure to its training. But whatever killed those chickens was clever enought to elude you. It won't help you now to kill the wrong animal.'
The above is the context in which "Every creature to its training." It's an animal story.
My guess is that Mr. Fox is telling a dog that he has no problem with the dog catching him since that is what he's been trained to do, but he is not the fox who raided the hen house.