"Fancy rats" is a classification of rats. Not a breed exactly, I don't think... it's hard to explain, I might have to look that up to explain it a little better!
No wires attached to the wheel - that's actually the metal frame that holds the wheel. We had to rig it up so it was attached to the side of the cage, or the rats would flip it right over!
I think you can train rats at any age, but as with most any pet, it's easier when they're young. The advantage I had with my last pair of rats, since I had them since they were babies, is that they were VERY used to being handled, and that's something that they really do have to learn as young as possible. Lew and Gwen didn't get that, and so they kind of fear human touch - they cringe and run away even when you try to pet them, and they've never grown out of it.
And no, Lew is definitely female. You'd KNOW if a rat was male. Next time you're near a pet store, go in, look at the rats, and see what I mean. LOL!