Instructions
Play the guitar on a regular basis. Train each finger individually by playing notes instead of chords. Playing chords, however, will help you build calluses along the length of your finger.
Repeat scales. By playing scales you will ensure that you include your pinkie while training. This finger is ignored while playing many songs.
Play a song that requires all of your fingers to play notes. Push down especially hard on fingers that are more in need of calluses.
Play solos that require you to bend the string. This will lengthen the amount of time each finger is playing each note and will cause your fingers to build calluses.
Give your fingers time to heal. The longer you play, the more your non-callused fingers will hurt. Wait until the next day or the day after to pick up the guitar again, to let your fingers build calluses.