Yes, this seems really complex to me, too. I'm also not quite sure on why exactly it is so complex to distinguish between objects (including vehicles) on the road and ones above/next to it. If they have radar images (I imagine them as images with depth information, which might be fundamentally wrong), they should be able to tell both where the road is going and, with that information, which of these objects are of relevance.

But for the learning part, they probably combine the camera that they used to date as their primary device in combination with the radar (at least in daylight scenarios) to identify objects. They may even be able to learn about the special material properties, like the reflective coating of a traffic sign.