Hi there. 5 days isn't long to be in a new cage so he is probably still adjusting. The Hamster Heaven is a good sized cage with excellent access at the front (big door). Actually if your hamster wakes from 5pm to 11pm you are lucky! Many hamsters sleep until 11pm and are only awake and active at night.
It is good he is coming out and about at 5pm to explore his cage.
What he will be doing in the first few days is
scent-marking, so he can find his way around (they don't see very well)
just working out what's what and which bits he likes and which bits he wants to rearrange.
It might be that the wheel isn't big enough. The one that comes with the hamster heaven is way too small - just big enough for a mouse really. If it's a syrian hamster (see the photo of our syrian below) he will need something like a 27cm wodent wheel or 28cm trixie wheel.
If he runs in a very small wheel his back will be bent and this can cause pain and serious spinal problems later (and possibly lead to vet bills regarding this), so the wheel is a really important thing to get right for him. Apologies if you already know this.
Another thing that could affect his behaviour is cleaning. Too much cleaning takes away his scent marking and then he could be confused and not know where things are (or think a predator has entered his cage!).
General advice on moving a hamster to a new cage is don't clean anything for the first two weeks - until they have worked out what's what and started to make some habits.
If the cage gets really stinky then remove say a handful of soggy litter material and replace it with a clean handful, and mix it in.
Anyway - hope we get to see a photo of your little black and white hammy soon!
For now I would check the following:
1) Is there enough substrate/litter in the base of the cage (minimum 3 or 4" deep and it does tend to compress and go flat sometimes). Actually the deeper the litter the less the cage gets smelly and it reduces cleaning (because the bottom half tends to stay dry). If you put 6" in (which would be almost to the top of the base) he might start digging some tunnels. Basically the more substrate the more they like it.
2) Do you have a hamster potty (I think the Hamster heaven comes with one but can't remember). It's not essential but again helps to keep the cage dry so less cleaning needed. Cage cleaning is necessary sometimes but really stresses hamsters, and stress is bad for them so it's about finding a way to do it gradually. Our hamster uses a potty and I empty/clean that out about every 5 days and the rest of his cage stays mostly dry so I only have to do a major clean about once every 3 months, with spot cleaning in between and wiping down his wheel occasionally.
Have added a link to a cage cleaning video that I found really helpful and has made things easier for me (and our hamster).
3) Does he have enough nesting material? And a suitable dark place to build a nest? The substrate/litter is the stuff on the base of the cage. Nesting material is so they can build a big nest to sleep in (and sometimes bury their hoards under) and their nest is their number one most important thing in life! They don't like it being messed with. The best nesting material is plain white toilet paper. Take a few sheets and tear them into 5 or 6 strips and put a big pile of this in the cage somewhere. Your hamster should pouch it or take it somewhere to build a nest out of it.
I had a shelf from the hamster heaven in my cage for a while - the one with the inset yellow food bowl in one corner and a little pod house on top. Our hamster made his nest in the little pod house and it was a nightmare! He loved that little round house but it wasn't big enough (he's a big syrian) and the top kept popping off. On top of that his hoard underneath was sweating and turned to compost. In the hamster heaven you have space, under one of the shelves, to put a bigger house. An upturned shoe box with a door cut in would do - just something nice and dark. Labyrinth houses fit under the shelf and are really popular with hamsters. These are available in the Uk at Amazon and Zooplus (Trixie Leif labyrinth house). If you're in the US I don't think they are available but any house that is big enough, open underneath and doesn't have window (or has a window bigger than 5cm diameter) is ok. Be careful as many houses and products sold for hamsters are too small and only suitable for mice or dwarf hamsters. Syrians can get stuck in holes that are too small.
It may be that your hamster is nesting in the penthouse on top of the Hamster heaven in which case he already has a place to nest. A lot of people remove the tubes and penthouse and block off the tube exits (I think plugs are supplied to block these off) because of hamsters blocking off the tubes with bedding or nesting in the tubes, which makes cleaning difficult and just isn't good really.
Anyway - if he has enough suitable substrate, plenty of nesting material, a good hamster mix provided once a day and access to water, he should be doing fine. Check his water bottle is working ok (sometimes they don't let water out properly). I tap the end to check my finger gets wet after refilling it. Refill it every day and keep a spare bottle just in case.
This is the cleaning video I mentioned that I found really helpful
https://www.youtube.com/watch?v=5jVnEjrXbww
This is our syrian hamster (they come in various different colours)
They can be 6 to 8" long.
Hope this helps. Finally - if you are in the US - there are various types of litter/substrate, including Carefresh, Boxo, Kaytee Clean n Cozy, Aspen wood. If you use pine shavings, make sure they say they are kiln-dried and dust extracted. If they're not kiln dried, they're not suitable.
My hamster is still quite idle, even after a big new cage :/
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