Parlor tricks
Just about all of the demonstrations along these lines you will see are set up in such a way that the force is not applied the way you think.
Breaking sticks over back? Notice that the striking point is the middle of the stick, not towards the tip. Breaking a spear with the neck? The spear tip goes into the suprasternal notch and the force is applied at an angle, not direct in, so the spear bends then breaks. Etc. That's not "willing" your way through pain, that's simply offsetting the actual force to prevent injury, as much as show wrestlers will do "flying knee drops" and not actually harm each other.
So...no, generally this kind of thing isn't going work in a real fight. (However, if they do train for any kind of combat, there's a lot of OTHER training they're doing that may still prove useful - notably, you won't see them offering up their throats, groins, or eyes as targets...)
Weird exceptions?
There's also two extreme Shaolin tricks which I've heard of which MIGHT actually make a difference, but the steps to making them function probably aren't worth the minor benefit.
One is dragging a giant stone roller with a rope... that is attached to the puller's testicles (image shows exactly that). I imagine after enough of this treatment, you probably lose a great deal of sensitivity and pain receptors, at the cost of permanent physical deformation.
The other is extreme control over abdominal and pelvic floor muscles to re-open the channel which the testes drop through during development - and to manually pull them back into the body. The more medically minded of you might also recognize that this is effectively a self-induced controlled hernia, and that it has potential other problems that might come of it.
Does training help with taking more?
Well, being more fit helps with a lot of things, and certainly if you endure a certain amount of pain in your training, you are generally better able to work through pain in general.
BUT, that doesn't necessarily make any of the weak areas better able to survive the injury inflicted; having pain tolerance to not be bothered when your windpipe is collapsed doesn't matter when the oxygen cuts short and you fall unconscious anyway.
More importantly, if your training deals with the potential for attacks to such locations (whether this is done through intelligent drilling or, very safely set up, and careful, sparring), you become better at positioning yourself to avoid some of these attacks, and also reducing the harm overall.