I had a long(ish) discussion on various fora about legionary slingers. There is documentary evidence that legionaries were trained in the use of the sling amongst other things. Whether this training is relevant to all periods is difficult to say with certainty. "Greece and Rome at War" by Peter Connolly p217 summarises as "He (the recruit) was given a general training in stone slinging, swimming and riding. He learned how vault onto horseback and to mount and dismount fully armed, with shield, from either side - quite a feat before stirrups appeared." That said many of the recruits into the Legions and Auxiliaries very probably knew how to use sling or bow (for hunting). Some probably also knew how to ride before enlisting depending upon which part of the empire they came from or their regional/societal customs and traditions.
I have not tried to arm Auxiliaries with slings (yet) but intend to do so. I use Warlord figures and armed half of one of my cohorts with slings from Dark Age figures in a simple hand swop.
Some Auxiliaries will get the same treatment soon. I suspect that the same can be be done with Victrix figures. All you need is a supply of slings! Or make your own from paper stiffened with PVA glue and a small seed inserted for the slingshot.
See also
https://sisolders.wordpress.com/category/romans/He modified Warlord auxiliaries
A similar conversion would be possible for archers if you have bows and quivers in your "bits box".