Some hedgehogs won't use a wheel at all, and prefer to run laps around their cages. It may also have something to do with the environment, such as not liking the specific type of wheel, or their nails being too long to run comfortably. What kind of wheel do you have in the cage?
Ramps can be used for hedgehogs, to go to second levels. However, all ramps and levels in a hedgehog cage need to be completely enclosed. Hedgehogs are not good at judging heights and will step right off an edge. They can get seriously injured from falling off a ramp or ledge. Also, ramps and floors must all be solid, with no holes for hedgie to get their feet stuck in. Some hedgehogs may refuse to use second levels at all, so it's usually best to just go for a roomy one-level cage.
Does the wheel look like this? http://www.zooplus.co.uk/bilder/2/15039_2.jpg That's a Wodent Wheel, and if that's what you have, then I bet that's why he won't use it. They're not good wheels for hedgehogs because hedgies like to get on and off the wheel as they run, and often don't wait for the wheel to stop. The wheel being enclosed makes it hard for them to do this. Plus it makes it hard for the owner to clean the wheel, since hedgehogs also poop and pee as they run.
I would suggest getting rid of that wheel, and buying either a Comfort Wheel, a Flying Saucer, or a Carolina Storm Wheel. Comfort Wheels and Flying Saucers can both be found in most pet stores, and you'd need the largest size, the 12 inch one. The best option, if you can afford it, is the Carolina Storm Wheel, which you can order from LarryT on here. Here is the topic with information and reviews of the wheel - viewtopic.php?f=20&t=4844&st=0&sk=t&sd=a