How old is your rabbit? Is he neutered? Rabbits that aren’t neutered usually aren’t very good with litterbox habits, especially when young although they can improve over time. However to litter train you’ll need to keep him confined to a smaller area so that he has more success with using his litter box. Once he’s mastered it in a small space, you can gradually expand his space to allow him more room to play. As he continues to use his litterbox well you can continue to increase the space he has access to until he has access to your entire room again.
If he’s not neutered, I’d recommend that as a first step. It will help so much once those hormones die down as he’ll be much less inclined to pee as a means to mark territory. The bed could still be a problem because some bunnies just love to pee on soft things. So perhaps a cover for your bed while you’re not at home. An easily washed blanket that the pee won’t soak through, or some sort of thick waterproof thing.