Rules and boundaries need to be set in all relationships, (not just within BDSM). If you allready is his slave, (since you said he's training you) this relationship has a potential to get out of hand if neither of you brings up the D/s issue.
I have experience of just this situation and have plenty of advice on what not to do. A naturaly dominant person, (note the small "d") that's inexperienced with subs probably won't understand her gift to him, unless it's expressed. I may have been the worlds dummest Dominant when I set out but it took me years to figure out that strong and smart women can actually enjoy being submissive. Yes, this was way before I got in any contact with any form of litterature on the subject besides porn.
He needs to understand what you're giving him and he needs to understand that he has responsbility for you when you're submiting to him. Not only physically but also emotionally. I wouldn't bet that he'll figure it out all alone.
You don't need to bring it up all at once. You can ask him if he's ever heard of the type of relationship that you're looking for and probe his opinions on the subject before outing your desires. Maybe it's all just play to him. You don't know until you ask.