You can litter-train a ferret.  Use litter meant for ferrets.   It is not recommended to use clumping kitty litter since ferrets often dig in their litter and end up with clumps in their eyes and nose, which is very painful and dangerous.   First fasten the litter pan in a small area (like his cage) and expand his space when he is used to it.  Fasten the litter pan to make sure it can't be tipped over and put a little dirty litter in it so it is marked as his bathroom.  Mostly, ferrets use their litter pan within 15 minutes after they woke up.  When you are playing with him outside his cage put him back every half hour.  If you see that your ferret is using the litter pan, don't forget to praise him and give him a little treat (raisins, slice of banana, piece of pear, peanut butter, rice cakes, ferrotone, linatone ...).  When he is using the wrong corner make sure you clean it very well to prevent from creating another bathroom.   Nomatter how well trained your ferret might be, occasional accidents will happen.   Ferrets are intelligent animals so you will see that they will get used to their litter pan after a few days.

What about tricks ? Ferrets are smart enough to learn a few tricks but they won't do it for nothing. They need some kind of reward like a treat (for instance Bandits Ferret Treats), a bite in an apple or something simple like a head-scratching. You can learn them to sit up, come to you when you make some kind of noise (whistle), stay on your shoulder, roll over, turn around, ... Not to many ferrets listen to their name so make them come to you while making some kind of noise is perhaps one of the first tricks you want to learn him.