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Usually pigs do not have a lot of bladder control until they are 6 months old. The best way to train them is isolate them in a small area and not give free roam of the house. You will want to put some droppings in the litter pan so the scent draws them to the litter pan. As far as urinating, you will need to take the pig to the box every 2 hours. This trains them to go to the one spot. Make sure that you use an enzymatic cleaner where the pig has urinated in the house.You need to be sure the scent is all gone. I like Urine Off: http://www.urineoff.com/ because it gets rid of the sent, and breaks down all urine that was done.
This is a link that discusses house breaking and litter box training that I have mentioned above: http://www.pigs4ever.com/pot_belly_pig_information/litter_box_and_potty_training.php
The key to training you pig will be persistance and keeping the area of activity to a small area near the litter box. Hopefully with these instructions and some time your Willy will catch on rapidly. Pigs are very smart and can be trained with time and patience. Please let me know if you have further questions. My goal is to give you 100% Excellent service. Joan