I built some mink box traps from watching videos on YouTube. And have had absolutely no luck. I am using a 110 conibear. Am I better off to set close to the water in a small creek or up on the bank? What should I use for bait?

I set close to the water or even with a little water in the entrance before things freeze up. I prefer natural cubbies like tree root holes, etc or build some out of creek rocks. (pocket sets work but watch the water level in the creek)
I've had so - so luck with the boxes, but some people swear by them.
I use fish "parts" for bait - save and freeze them from fishing trips during the warmer months.
Sardines work well but that's a pricey alternative.

Try blind setting, and run fishing line between your trigger wires. Mink can sneak between thoes triger wires like no body's buissness. I am not an expert but I hope this helps. Also check out Mink. mink, and only mink thread lots of good info.

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..and don't forget about www.minktrapping.com ......just so you know.

When you have snow, the tracks tell you where to make blind sets which are usually more successful anyway.