My question is - can people solve these without any training or knowlegde of tricks or actual methods to solve them? Am I banging my head at the wrong wall? Should I learn about the methodology or is an average person supposed to solve these without any training?
I would say both trying to discover those methodologies on your own as well as using tools to learn about them counts as "training". So yes, I think one needs training to solve these puzzles at higher difficulty levels.
Here is an example of one of the aforementioned "extreme" techniques: https://www.sudokuwiki.org/Exocet
That said, you can probably solve up to and including "difficult" Sudoku puzzles on your own without having to learn advanced techniques.
As another poster mentioned, "Enjoy Sudoku" is a great app to try, as each difficulty level is defined by the techniques needed to solve the puzzle. This should help define for you the boundaries of what you are able to discover on your own.