Hi Tony and welcome,
How long ago did you start with the bird feeding? What kind of feeders and food do you offer?
I remember when I started with the bird feeding. It's fascinating and really habit-forming to watch them (isn't it)? With time, you'll get more and more species and it gets to be even more fun. I'm not sure where you're located, but it's beautiful when the Spring migrants start showing up and they begin to compete for mates.
Anyway, as far as the roosting box is concerned, I'm willing to bet that your sparrows are already using it. Birds very secretive about where they roost at night (and even more secretive about where they nest -- just wait until Spring!). A good way to find out is to watch the box from a vantage point where the birds can't see you.
After I put out my roosting boxes, I thought no one was using them. Then one late winter afternoon, I pulled into my driveway. After shutting off my car's engine I saw a couple of house sparrows fly into it.
Enjoy ... and keep us posted.
Sarah (SW Connecticut)