It all depends on when where you are in training and what you are asking for as far as leave.
If you are in between API and Primary or in between Primary and Advanced, which probably means you are stashed at the wing. The wing is usually cool with you taking leave while you are stashed, during the week and as much as you want.
If you are in Primary or Advanced, you will probably only get approved for leave on the weekends or holidays. Thanksgiving is usually a 4 day weekend and Christmas is usually 1-2 weeks. Be careful of going in the hole. I know when I was in VT-28, they would not let you go negative, so I only took 4 days for Christmas.
If you are taking leave for extenuating circumstances, such as your wedding or a court date or countless other reasons; if you give your command enough notice, they will usually try and work with you (schedule you on weekends or double pump in order to get ahead).