Essential fatty acids (like omega 3 and omega 6 fatty acids) and fat soluble vitamins (Vitamin A, Vitamin E, Vitamin, D, Vitamin K). The plain fat is a nutrient too.
Kittens, generally, can begin to use a litter box at about four weeks of age, and a kitten being raised without its mother or adult cat will take slightly longer to litter train; so, keep this in mind when you begin the task of litter training your kitten. - Place the kitten in the box 1/2 hour after play or meals.
One week of assistance, and kitties take right to a litter box. Since he is one month old, you can begin offering him canned kitten food. When he gets used to it, decrease the milk until he is eating a lot of solid food (2-3 ounces) and drinking water out of a shallow bowl.