Insulin sensitivity is not something i'd be concerned with, and as mentioned - is more of a health issue than a bodybuilding one.
To simplify:
Insulin is an anabolic hormone. After consuming CHO and even certain types of protein, insulin rises to shuttle this glucose into the musculature & liver for storage from the blood stream (known as glycogen).
As insulin rises, so does protein synthesis.
In basic terms, insulin sensitivity relates to how well your body responds to the consumption of foods that raise it. In a normal, healthy person - insulin shuttles glucose from the blood stream very efficiently. In someone with type II diabetes, also known as insulin resistance, the body struggles to lower blood sugar in the presence of insulin.
Which is why weight training is fantastic (as well as cardio) for those who suffer insulin resistance. Note that insulin does not rise during training, in fact, the opposite occurs - however, your body doesn't solely need insulin for glucose uptake - it may also be taken up via muscular contraction.