Small animals can suffer from upper respiratory infections much like people.
I suggest you keep an eye on him. If the sneezing continues or the ferret has yellow or green mucus from the nose, you will want to see the vet first thing for possible antibiotics.
If she is congested, you can use pediatric (not adult) nasal saline drops to help clear the mucus from the nose.
They can also suffer from allergies. If you suspect this, you should talk with your vet about using an antihistamine to help her feel better. You can also flush the eyes with warm saline to help clear any debris or irritants.
Let me know if you still have questions.