Kourt, what kind and size of wheel is it? Feel free to upload a photo to your album here. If it is the right thing, most all sugars will get used to the wheel and use it. If I have two animals in a cage, I try to have two wheels so that they have a place to exercise as well as hide away if desired.
Your animals probably need a larger cage than you have them in. They need high places to roost and nest and other things to explore. You need to spark their curiosity and mind and then the interest in you will follow.
Exotic animals will take a bunch more time than you ever expected to tame up. You will need to display an unending amount of patience here for this. If you become impatient, the animal will know and will remember. If you get bit hard and slap the animal or throw it or scream, it will remember and will pretty much always be afraid of you. These are not easy to tame. They are worth it though. When a colony lets you into the group, it is truly neat. I have 17 sugars across three cages and I can almost identify each on by how they interact with the others. Each animal has a personality. One thing I have learned is that it is much easier to tame a colony than it is a single glider. When one animal warms up to you, the others see it and start getting curious or jealous for attention or treats. It's a useful effect. If I were a breeder, I'd be sure to bring litters into a colony cage so that the animals could learn as much as possible before leaving the cage.