Bonding as opposed to training, can be facilitated by simple association in some cases. Spending time with the bird will make them become used to your presence.
Cockatoo's are VERY affectionate, pet him, talk calmly and move slowly. Build trust that he wont be hurt/scared by you. Offer favorite treats too! Just takes Time!
Spend as much time with your new bird as possible. Cockatoos require at least an hour out of their cage a day. You can also make "bird bread" as treats.