Give him time to settle to start off with. You've just taken him from his friends and family and familiar places and he's only a baby. To be honest he's not old enough to be away from his siblings or mum (I'd separate the sexes and from mum at 5 weeks and wouldn't home until 6-7 weeks never mind not homing him alone). Give him at least 24 hours to settle in, but take out any enclosed hiding places like tunnels, tubes and houses, instead give him nesting material and open hammocks. Scatter his food around to encourage him to explore and give him that time to feel at home in his new cage.
After 24-48 hours (or earlier if he seems relaxed and happy) then start spending time with him with your hand in the cage for 20-30 mins a day, and pick him up and take him out of the cage too (somewhere rat safe) for a similar amount of time as often as you can. Encouraging him to spend time in a bonding pouch or inside a jumper is a nice easy way to bond