You should begin as soon as your puppy is comfortable in their new surroundings, typically about 2-3 days after arrival. Start with a soft, fixed length collar (no choke or slip collars). Let the puppy get used to just the collar by wearing it whenever you are around. After he is accustomed to the collar for a few days you can leave it on all the time. Then begin with a section of light rope or flat lead long enough to drag the ground just past his rump. Leave this in place whenever you are present, it will help get him accustomed to the weight of the lead and begin to teach him that pulling on the leash means "stop". You can also begin attaching a leash and taking your puppy for walks both inside and out.