I'm interested in getting a baby capuchin as a pet.
If anyone could give me some information about training, purchasing from a breeder, health(shots, teeth, etc) or anything else I need to know, please just give me the info!

Well these sites might help...

Pet Monkey For Sale - Primates For Sale
Adopt Capuchin Monkey

This one will help you a lot since others have asked the same question

How to care for a pet capuchin monkey? FunAdvice.com

We looked into the same thing and came to the conclusion hat it was not worth it. They can get sick and infect people,fling poo,screech,bite,shed,and get into everything.Not to mention they are expensive and hard to find vet care for it is like having a permenet two year old.

There are a lot of things to take in to consideration when getting any pet but even more when getting a exotic pet.
One of the most important things you need to check out before even doing research is to check your states laws.
They are in fact illegal to own at all in some states.
In others you need to be licensed by your local Dept of Agriculture.
Also you need certain tests and vaccines for you and any family member that it will be around.
You will learn though in reality while it looks really neat seeing it on TV shows and stuff at zoos They really do not do well in a family home.

They require (to be healthy and happy) A enclosure that is large and that will supply them with things to keep them busy and active and their mind going. If they get bored they can be come self mutilators and hurt their owners. Not to mention when they reach their adolescent years and their hormones become active it is a nightmare They become nasty and can in fact hurt and main and in case of small babies possibly kill.
Believe me unless you are trained in primates and have zoological experience this is not an ideal pet.

If you really would like to work with them and you have a primate rescue nearby see what they require for you to come there and work.
If it is something that you are dedicated and really want to do and have the passion you can go to school and do a lot of good things while they are in the environment that is safe for them.