By nature rats are very clean fastidious animals. They spend a lot of time keeping their appearance neat, grooming themselves, wiping or washing their face and their eyes, and overall, maintaining their fur and hair coat in a very clean manner.
Another aspect that's natural to a lot of rodents is the choice to eliminate to go to the bathroom in a chosen specific area of their cage. The benefit of this natural behavior and the fact that they will choose to eliminate only in a certain area, lends itself often to our ability to attempt to litter train them. Whereas we're not going to have them litter box trained the way you generally think a cat may be, in a lot of instances you can work with the rats natural desire to only use the bathroom in certain places to set up a litter box type set-up.
What it often means is once they've chosen a specific area that they'd like to use as their elimination point. You can sometimes put something there. A tray, a large Tupperware lid, something that's flat that may even be underneath the bedding, but at least is going to serve as an area to contain the feces and urine, and that often works best.
Sometimes it also works to put a lot of their fecal droppings into that area, or into a pan, or into a tray, and that will help reinforce the behavior to get them to know that that's where it would be ideal for them to go.
One natural behavior of a lot of rats is, when they are first picked up they may choose to pee, so especially if you've picked them up and handled them, oftentimes they will pee a little and that may change their behavior. But for the most part, working with their natural desire to choose a certain place in their enclosure, in their cage, may help you be able to litter train them to some degree.
It's not recommended to use different types of cat litters for training, but to use whatever bedding type you use in their cage, line that area and see if you can actually get some or most of their droppings and their urine to be in that area for more cleaning easiness.