Can someone direct me to a training video of setting up CI/CD pipeline using GitLab & Test complete.

The following documentation should help you:

TestComplete Integration with GitLab https://support.smartbear.com/testcomplete/docs/working-with/integration/scc/gitlab.html 

TestComplete Source Control Options Source Control Options Dialog | TestComplete Documentation 

TestComplete Command Line https://support.smartbear.com/testcomplete/docs/working-with/automating/command-line-and-exit-codes/command-line.html 

GitLab tutorial https://docs.gitlab.com/ee/ci/quick_start/