Litter training can sometimes be difficult for a new little one to grasp. The biggest thing to remember is that rats can be lazy, they need it to be easy, and they like things to stay the same. They will be come familiar with stuff and learn where to put their... "stuff".
The biggest thing is to just dive in and do it. Set up the cage how you would like it to be. Do not confuse the rat by using the same substrate in its litter box that you may have on the bottom or in a dig box.
First off. Do not get a hard to use box. I know everyone runs for those clever corner boxes, some with grates. Rats love to sleep in these, or use this as a great place to eat dinner (odd huh?)
I like to go for a nice glass or metal baking dish. Like a 9x18 size used for a cake or similar. These normally have small sides which helps when a spunky rat needs to just in and do its deed.
Fill this new found potty with appropriate litter such as corn cobb, sweat scoop, or yesterdays news.
*Use that corner box I know you bought as a great sleeping spot, hang it up in a corner so not all is lost.
Have a box on each large shelf location. example: single Critter Nation should have two boxes one on the shelf and one on the floor. Where a double critter nation should have 4.
Second. PEE ROCK! Yep, thats what I said. Rats love to "mark" rocks. What I use here is a simple slap cement square I smashed into four's. I place one in each litter box corner. It helps so much with dribble pee's and its simple to clean just soak it in a sink each big clean. Also works to lead the litter box where you put it- bonus!
The gross part, you must partake in: Once your cage all set up let em' loose. When a lil' one do's their "doo" where they shouldn't have, you should come in and take the poo and place it into the litter box.
Seems simple enough? It does take some time but as they get older they will do their deed where you would like them too... for the most part at least.