Rickey, there is no need to setup CRM syncing for each record automatically. Once you enable Salesforce CRM, then no need to do separately.
The process is already automatic, there is no need to make it automatic explicitly.
I assume, that you have purchased the licenses from Pardot for your company because there are some issues in training environment of Pardot, and some features (like syncing) is not available in the Training environment.
What causes a prospect record to sync from Pardot to the CRM? There are few different syncing prerequisites to consider when it comes to syncing prospect records from Pardot to your CRM.
For Pardot to sync a prospect with a record in CRM, you must have either an existing CRM record that has a matching email address, OR the prospect must be assigned in Pardot.