So you may choose, or you may think about, whether it's possible to harness train or leash train your pet rat. In general, this is not something that is commonly done. This is not something that people should think along the lines of the way you would train your dog. To put a leash and harness on them and expect them to maybe walk in the street, or walk outside, this is not commonly done, and is not recommended.
What you may find though, is you want to harness train them and put a leash on them, as a means of being able to restrain and carry them. Some people will choose to have their rat wear a body harness and put a leash on it. That way they can carry them safely outside, if they live in a safe neighborhood, or safe environment, or they live in a private home. But otherwise, leash training and harness training a rat generally isn't something that people commonly do.
If you go to the pet store, you will find that they make a number of types of harnesses for a lot of different type of animals. In most cases, it's something that has to be started when they're very young. They have to be desensitized to wearing any type of harness. And they'd have to be able to want to walk and move with it.
The majority of the time that I see a rat that's wearing a leash and harness, it's simply put on them because that's how the person chooses to take them out of the home. But they're not necessarily walking on the ground, or wearing a leash and harness as a means for exercise.
So in general, most of the time it would be discouraged to attempt to try and do that. It's also important to know going into it you're not going to plan on putting a leash and harness on your rat and taking it for a walk in the neighborhood. But if you choose to try it, and can get a properly fitted harness and a leash, it may be more of some means of entertainment, some means of having the rat in a controlled environment, or using a leash as an extra means of restraint and control of your rat.