Clickers are wonderful. But for the time being it may make things more difficult than help.
A clicker is used as a secondary reinforcer, sometimes called a "bridge". The first step in using a secondary reinforcer is to pair it with a primary reinforcer (usually a treat). By doing that over and over again the click takes on the rewarding properties of the treat so you can deliver a reward quickly without interrupting the activity. Another simpler, cheaper of a secondary reinforcer is "good boy". For most basic training I'd recommend going with "good boy" - you dont need to buy it, you cant loose it, and it carries some inherent reward in itself if you say it with the common voice inflection.
Now, as far as how to reward him:
Does he like the treats? Will he eat them if they are in his cage?
Some people limit feeding to scheduled times then they do some training right before feeding so the bird is hungry. But if you have a good treat that should not be necessary for basic training.
The treat should be unique to training, some things you can try are sunflower seeds, grapes, peanuts. Be creative to find something your birds like.
One other note: if he will take the treats when left alone in the cage but will not take it from you it is likely that he doesn't trust you yet. If this is the case you can use a shaping technique. First set the treat down and back away, let him take it. Do this over and over each time backing away less and less. Eventually set the treat down in front of him but keep your hand close... with practice you should be able to hand it to him.