It is so easy to let 'job envy' get the better of you and before you know it you are brooding, resentful and feel like you are 'missing out' - then that can affect your behaviour to your colleague and others. It is easy to sulk!
You are in training, and 5 weeks in is nothing. You are new to the role and know nothing really about your colleague or the plans that your supervisors have in place either.
My advice would be to focus totally on doing whatever is tasked to you, and do that efficiently and well. Stay positive and cheerful, and if the opportunities arise to do something then take the opportunity and do it well. The supervision may have an idea of rotation etc and it would be very unusual for them to favour one person over another. There are many reasons why you might not have been asked. Your colleague may be repeating some training or have had transferable skills from other work, or merely be doing that rotation first. Your colleague may have expressed an interest in this in a previous application or consultation. Whatever the reason she is doing this is the supervision's matter and not yours.
If you stand on your head and do cartwheels - as long as they still pay you the same as your colleague and give you the same opportunity for time off, offers of overtime etc then that is all that really matters. At 5 weeks work experience out of a career of 2444 weeks or more you can't really make any claim to have been 'left out'
Work hard, work well, don't gossip or moan and do not complain. Be cheerful and get on well with your colleagues - that is the best thing you can ever do at this stage. See all, say nothing and focus on your own work done well.