Unlike dogs, ferrets won't drop what they're doing and come when called. They require a little more motivation, for which you can appeal to their stomach.
Ferretone is an oil-based dietary supplement made specifically for ferrets. It's rich in Omega-3 fatty acids and vitamins and available at most pet stores. When training your ferret, put some Ferretone into a plastic squeeze bottle and let your ferret lick a few drops to make them aware you are in posession of a treat. You can use it to reward good behavior.
To get a ferret's attention, use a durable squeak toy; never use plastic or latex, as they can harm your pet if chewed and ingested. Squeak the toy and reward your ferret with a few drops of oil when it responds. This may take a while, so don't expect instant results.
Even if the ferret just turns his or her head the first time they hear the toy, give them a treat; you can subsequently "up the ante" with each repetition. Little by little, increase the distance between you and your pet and before long, your ferret will come when it hears the squeak. Make sure these sessions don't go on for too long at a time; a few minutes should be sufficient.