Oh good *on* you! You're an absolute legend for taking in this poor bird!
This is could be a long journey, so hang on to your hat. Sulphur Cresteds are among the needier feathery individuals, but if you're prepared to work at it, you could wind up with an amazingly intelligent and strongly bonded companion.
The first thing is, you need to just let the bird settle in. Don't be too anxious to handle or train him yet. He's probably still reeling from being taken from his familiar surroundings to a whole new environment (think of little kids being dumped in an institution).
Try to get an idea of what makes him feel safe. Does he retreat away from you when you approach? It might help to put a fluffy branch (banksia, grevillea, bottlebrush or eucalyptus) in the cage for him to sort of 'hide' in and feel a bit protected for now. I'd keep feeding him what he's used to for a week or two (omitting the nuts and crackers of course). You might gradually try introducing new vegetables like carrot, broccoli, kale, sweet potato etc (not avocado - bad for birds). If he eats the seed bell, leave it. Wild cockies live pretty much on cereal grains and what they can glean from gum tips, so I reckon the seed bell won't hurt. Eventually, you'll want to try him with a good quality pellet diet, but that's for later.
The main thing about SCs is that they're *big*. They can bite like the proverbial, so you don't want to start a pattern of him nipping to get his way (or to defend himself - former owner sounds like a demon from the hot place!). Just move very slowly around him (he'll be very scared), try to speak softly and cut down noise levels for now. Offer him treats through the cage (millet spray, wild grass seeds, slices of apple or carrot, dried paw-paw or mango). If he takes things from your hands, that's a great start. Once you're satisfied he's totally comfortable in your house and doesn't go off like a pork chop when you approach him, you can start trying him with some training. I won't rabbit on about that (too much to read at this early stage). But please, please let us know how you get on!
I have a corella who came from an unsuitable home and she was quite a handful at first. It just takes a bit of love and determination and it's surprising how rewarding it can be to reach them in the end.
PS. Where do you live? I'm in Newcastle, NSW.
PPS. Forgot to add: do you know how old he is? If he's older than a year, you wouldn't consider releasing him into the wild as he hasn't got the foraging skills or the muscle mass to keep up with the wild flocks.
PPPS: I've got my birds in big double cages 2m x 2m x 1m. Yes, they're very large, but not as big or as expensive as a full-on aviary. They fit nicely on our back deck.
