Each time you end a training session, your rat should have gone a little farther than before. Eventually when you make your noise or call his name, your rat will try to go to you wherever you are. At this point, it is best not to reward with food every time, but trade off with lots of hugs and kisses. Rats will soon learn to shoulder sit and make that their second home when out with you. This is useful if you plan to take your rat with you to different places.
Some people also use a hip-pack to put their rat in when visiting friends.
Sit quietly by his cage in the beginning and gradually increase the time he spends on your shoulder. After a few days you can start walking around a little with him. Your rat will also housebreak himself if you don't keep him out too long at a time. If he starts to fidget and get nervous, it's a good indication he needs to potty. Many rats have been known to housebreak themselves without any training.