Did you ask to see it eat at the fish store?
And is it still nice and full bodied, or is the stomach sunken in?
If the stomach is sunken (depressions on it's sides behind the fast moving fins), and you didn't see it eat at the store before purchase I would consider taking it back. In that small of a tank it'll probably wipe out the copepods before it starts to put on weight again, and the sunken stomach is usually a sign that it hasn't eaten well in a while and is loosing all it's energy reserves.
They should look very fleshed out/full bodied when they are in good shape (and can usually last long enough then to learn to eat frozen) think mini stuffed sausage.
To train--summed up, live food in a contained area (pipette, net breeder etc) once eating slowly mix in frozen of the same to all frozen and until it learns to come to the pipette or syringe and actually eat from it--had a spotted one I trained to eat from a small syringe--that way you are sure it's eating frequently (feed at least once a day, if not twice).