Sgt. W has it right, you need more than a day long course. You actually need to practice it. A course will teach you what to do, but it only works with practice.
0, 5, 25, 100. Scan your area from near to far real quick, searching obvious threats. You will always scan right to left, bottom to top, then if you have time, the inverse.
Watch people, how they dress, stand, move, speak, look for items on a store shelf, etc. Watch for indicators of a weapon, malicious intent and mental illness.
Watch your area (as above) for objects and people that don't belong.
You can practice this with a simple trip to walmart.
A couple times in the past few years I've actually managed to spot people who definitely should not have had a gun on them, with a gun. Thankfully nothing happened, or even got close, I wasn't on their radar and they didn't appear to want me on their radar.
Paying attention like this also works while driving to defend yourself from road hazards and other drivers.
Apply the tactics we've learned over the years to counter IED's to your life.
Just don't get too in depth when the situation doesn't warrant it, or you will live life hyperaware and paranoid.