It's one of the first questions I get asked about puppies..."What should I do on a walk when they pull on the leash?"
My answer actually depends on the age of the puppy. Eight to ten weeks my answer is "you don't do much". They are babies. Just keep the leash on them and let them explore the world. Sniff, pee and poop is pretty much all that I expect of puppies 8-10 weeks on a walk.
Once they hit 10 to 15 weeks of age I carry treats with me on the walk. Give a gentle tug on the leash, and when they turn to look at you have the treat ready-"yes...good boy/girl" and lots of praise as they come to get the treat. I feed the treat to them next to my side while walking...this "shapes" the heel command.
There are lots of different methods and techniques to help create the "heel" command. However, training for puppies under 15 weeks of age should be very food and praise-oriented.