Anatomy
The infraorbitals lie just below the orbits.
They consist of the infraorbital foramen which is a small hole in the maxilla where the infraorbital nerve, arteries and veins pass.
The nerve is a branch of the maxillary nerve and provides sensation to the lower eyelids, cheeks, upper lips and the side of the nose.
The orbicularis oculi is the primary muscle that covers the infraorbitals.
No, training them won't improve your eye area. Cope.
Aesthetics
Strong and projected infraorbitals are something desirable if you don't have them.
Good infraorbitals will remove any hollowness or dark circles under the eyes and let the infraorbital fat pad stay in place for longer. Meanwhile the infraorbital fat pads of individuals with bad infras will just slide down.
Additionally projected infras will reduce your scleral show significantly and give you healthier looking eyes.