This διαγωγὴν / ἀγωγήν seems right up Epicurus' alley for wordplay.
My favorite example is VS9: 9. Compulsion is a bad thing, but there is no compulsion to live under compulsion. κακὸν ἀνάγκη, ἀλλʼ οὐδεμία ἀνάγκη ζῆν μετὰ ἀνάγκης.
The two words in question are closely related:
ἡ ἀγωγή = “conduct,” “training,” “discipline,” “method/practice,” literally “a leading.”
ἡ διαγωγή = “way of life,” “mode of living,” “manner of spending one’s life” literally “a leading through.”
So this could be anything from "conduct is way of life" to "practice is a mode of living," to "education is recreation." ἡ ἀγωγή can mean "education" but only in context, and the typical word for "education" is ἡ παιδεία.
So, the context of 138 is a discussion of pains and virtues (edited for emphasis):
Epicurus holds the pains of the mind to be the worse ;... he holds mental pleasures to be greater than those of the body. And as proof that pleasure is the end he adduces the fact that living things, so soon as they are born, are well content with pleasure and are at enmity with pain, by the prompting of nature and apart from reason. Left to our own feelings, then, we shun pain ;...[138] And we choose the virtues too on account of pleasure and not for their own sake, .... So too in the twentieth book of his Epilecta says Diogenes, who also calls education ῾ἀγωγἤ recreation ῾ διαγωγ ἤ. Epicurus describes virtue as the sine qua non of pleasure, i.e. the one thing without which pleasure cannot be, everything else, food, for instance, being separable, i.e. not indispensable to pleasure.
It appears to me what is being conveyed is that "training is a way of life." We don't simply train once and done. We don't attend a self-improvement session and that's it. The training to correctly pursue pleasure is a way of life, it's a lifetime project.