Pellet training

Hello friends!

We are thinking about training our 3 month old Teddy bear puppy to use pine pellets to potty train him in. It seems to take him forever to pee & poop outside (we live in wi and he shivers in anything under 50° lol). I understand they need time to use the bathroom outdoors, and that he is still just a baby. I just don’t want him to not go potty outside and go potty inside because he is so cold. ANYWAYS I’m looking for some advice on this. What should I put the pellets in? Should I use a box like a litter box? How often should I change it? I was recommended to use pine pellets. Open to any advice. :) Remi & I thank you in advance.