I think you can do both, but it take longer for him to catch on. Why not just always take him to the roof?
If you're taking him for a walk and he happens to go, you can praise him for that as well. Thor was sort of trained to go outdoors when I got him, and I think generally he prefers to go outdoors. He only gets treats when he goes on his indoor pad, though.
Also, most puppies start getting trained indoors and then transition to outdoors. If you don't have much space, you might try cutting a normal sized pad down a little to make it fit better?
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