All dogs need training. It is essential for their safety that they obey at least simple commands like heel, sit and stay. If your dog will not respond when you give a command you are likely to find that if he escapes from you and runs to the road you cannot call him back.
Training should all be done with rewards. When your puppy sits or obeys whatever command you give then reward him with a small treat. Do not punish when he does not obey. When training him to sit firmly press his hindquarters until he sits and then reward him with a small treat. He will soon get the message! You will need help to train him to stay. Ask a friend to hold him while you walk a short distance from him telling him all the while to ‘stay’. When you call him to you rewards him with a treat.
Training to not pee and poo in the house may take some time and you will have to be patient. Put a couple of sheets of newspaper near the back door and each time the puppy pees then pick him up and put him on the paper. He will get the message and if you reward him when he pees on the paper he will respond positively. The next step is to encourage him to go outside, and if this is not on your own property make sure you have poo bags to clean up after him.
Training small dogs can be more difficult especially because owners often feel that their little dogs are too fragile to be treated firmly which is totally untrue. A dog is a dog no matter what the size or breed and all can be trained.
When training to walk on a lead all dogs will pull and if you are concerned about your little dog choking on his collar then you might consider buying a soft harness. These have become very popular over the last couple of years and most vets recommend them for small dogs. The design of the harness spreads the weight evenly when the dog pulls so there no choking and risk of harming his neck or chest. Puppia make a fabulous range of these soft harnesses and do Dear Dog and these are available on line and in good pet shops. http://www.princesssparkle.co.uk has a wide range of these harnesses at low prices.
Puppy training classes can be very useful especially since this gives the pup the opportunity to socialize with other dogs and people but make sure the training methods used are appropriate for young dogs. Some trainers use quite harsh methods and very few dogs respond favourably. Kind training is always the most successful.