It is not hard to tame them and train them, but I have not heard of anyone training them to do something that is functionally useful aside from the narrow area of octopus-keeping. They have been trained to get into a bucket for easy transportation, to climb out of the water and interact with their keepers 'politely', and, famously, to take photos of aquarium goers. Bus as far as underwater rescue, exploration, or hunting for artifacts, AFAIK this has not been done yet. But if for some reason we needed them to run an underwater maze -- easy!