In reply to yammyfan:
Low level cragging won't be all that helpful but it will help with rope work and getting used to being on small holds over big drops. Long mountain routes would be better as they'd also help with endurance and just being out for long days in the mountains. Winter mountaineering can help with ice axe and crampon, building snow belays, avalanche awareness, and more endurance.
You don't need to be in the Alps to practice moving together roped up or on a glacier for crevasse rescue - you just need an edge. So there is a lot you could do before you head out. I would advise you do go to the Alps and get some instruction in a similar but a bit less remote location before you go to Elbrus. You need to walk across a few glaciers before you get your eye in on what to look out for, the tell tale signs of crevasses, where the best route is likely to be etc. Don't be fooled by people telling you there aren't any crevasses, glaciers by definition move, just because there isn't one there today doesn't mean there won't be one next year. It would also be a good idea if you can to try a 4000m peak so you get a feel for altitude.
The Breithorn, Bishorn, Allalinhorn, Gran Paradiso, Lagginhorn and Weissmies would all be worthwhile.