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It can be hard to find where they pee when they're young but most Russian hams will pee in the sand bath, they don't always use a corner, especially if they're new & not fully tame they may pee in or near the nest so you may need to put the litter tray close to where she sleeps.
Don't use any kind of litter in your tray, chinchilla sand (not dust) is best or you can just put your usual substrate in it. Not all the litter pellets sold for litter trays are safe so best avoided.