Hi,
I'll try to answer your queries.
I want to write a small SAPUI5 program which can consume the service created in Netweaver Gateway server
Check this link of end to end guide End-to-End How-to Guide: Building SAPUI5 Applications on SAP NetWeaver AS ABAP 7.31 Consuming Gateway OData Services . You can ignore the installation and configuration part of gateway. But it will be good if you go through the whole document to get the overall knowledge. This guide builds an app which consumes GW service as well.
please let me know if I need to have ABAP programming knowledge also if I have a to create a service in Netweaver Gateway sever
Yes, you need to know at least a bit of ABAP in order to create a service in Gateway (you can create a service using graphical tools also but you will not be able to understand how the program flows and how to debug the things).
Can someone please let me know any websites/SDN sites which can help me get trained on this and create my own demo application
You need to explore and practice a lot in order to be trained but this link may help you in getting started well http://www.bluefinsolutions.com/Blogs/John-Murray/April-2014/Getting-started-with-SAP-Fiori,-NetWeaver-Gateway/
once I create a SAPUI5 program, will I have to deploy it in Netweaver Gateway server? ..If not then where will this SAPUI5 program will reside?
You have two options for deployment: NW Gateway server and you localhost (i.e. Apache Tomcat server). I would suggest that while you are learning UI5 go for deploying on localhost since it will be easy to see the changes done. Once you are done with your app, deploy it on GW server. You can check this link Just 1 way of developing UI5 apps with localhost against Gateway services (& more).
Hope it helps in getting you started. 
Regards,
Ekansh