Fighter Weapon Training: Thrown

If I choose the "thrown" group for fighter weapon training, does the bonus apply to daggers, when used in melee?

yes

Weapon Training (Ex): Starting at 5th level, a fighter can select one group of weapons, as noted below. WHENEVER he attacks with a weapon from this group, he gains a +1 bonus on attack and damage rolls.

Weapon training cares about the weapon, not the manner in which you use it. It would apply to melee and ranged attacks with the dagger, just as weapon focus/specialization does.

If I choose the "thrown" group for fighter weapon training, does the bonus apply to daggers, when used in melee?

you could even choose Light blades as your weapon group and throw daggers with an added bonus.