When I brought Jazz home as a kitten I used a covered box for her in the guest room where I was keeping her until she was healthy. Once I let her out in the house with Ripley he went in the guest room and ran right to her litter box. He'd never seen a covered one before but he went right in and used it, no training needed. He thought it was really neat.

The funny thing was that he is so big he could hardly turn around in it and he would have to step half way out to use. It was hysterical.

Anyway, you may not have to train them to use it. They may instantly love the privacy and just automatically use it.

Good luck.