They open their eyes at around 5 weeks old. They do not have coordination or wouldn't be walking around if they were with mom. They wouldn't be allowed out of the nest at all. They are still only on formula at this age, but you may begin to put rodent block in the bin with baby and he will begin to chew on it in the coming weeks.
His main diet will be formula for a couple more weeks until he's eating the block and even still, we don't recommend weaning and allow them to have formula until they refuse it, after 8-9 weeks or so but sometimes much later. Keep him on the formula for as long as possible as it offers complete nutrition.
I don't think he's behind schedule, but you're welcome to post some photos.
Here are the basics that are very important: proper formula, feeding based on weight, proper housing set up. Follow the instructions in this link, there are 6 pages, and come back if you have other questions.
https://www.henryspets.com/baby-squirrel-care/