Training a previously outdoor-only cat to use the litter box can be tricky, but is definitely possible. A good place to start is by ensuring that you have the right kind of litter box. Ideally, it should be open rather than covered. It should also be large enough for your cat to comfortably turn in a full circle while standing inside it.
Most experts recommend getting a box that is at least 1.5 times the length of your cat so that they have enough room to do their business. Depending on the size of your cat, you may find that most commercially available cat boxes fall short in the size department. One way to get around this is by purchasing a plastic storage bin in a larger size. If the bin is too tall, you can cut down one of the sides to make it easy for your cat to step inside. 
Along with getting a box that is large enough, you should also choose litter that is similar in texture to what your cat is used to using. Since he has been outside, he is most likely used to fine soil. You can either choose a litter with a very fine texture, or you can mix regular cat litter with sandy soil from your yard. Eventually, as the cat becomes used to the box you can gradually reduce the amount of soil in the mix and transition to using just plain cat litter. Also, you should consider purchasing unscented cat litter since the scented kind may be too unfamiliar of a smell for him to realize what the litter box is for. 
In terms of where to put the litter box, you may find it beneficial to place it near the door to the outside -- at least until he gets used to using it. That way if he goes to the door to try to get out to use the bathroom, he stands a better chance of seeing the box and realizing what it is for.  You can also place a second litter box in a more private location in case he prefers to do his business in a more secluded area. Just make sure that neither box is located too close to his food and water.
Finally, after he eats consider carrying him to his litter box and gently showing him how to scratch in the litter with his front paws. This may help him understand the purpose of the box.
The following video has a few more suggestions you can try as well:
Good luck training your cat, and enjoy your new home!