“Down” can be taught very similarly to “sit.” You can wait for your dog to lie down (beginning in a boring, small room such as a bathroom can help) and capture the behavior by reinforcing your dog with a treat when he lies down, giving him his release cue to stand back up (and encouragement with a lure if needed) and then waiting for him to lie down again. When he is quickly lying down after standing up, you can begin saying “down” right before he does so.
It's important with all dog training but especially with young puppies to use lots of encouragement, praise and rewards (positive reinforcement) in your training. Start your puppy training sessions as soon as your little puppy arrives at your home - it's never too early. Set your puppy up to succeed, concentrate on developing desirable habits in your puppy and preventing undesirable behavior. It's much a better alternative to put your puppy on the right path from the start, rather than trying to correct established problem behaviors later on.
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First, make sure your puppy is comfortable wearing a leash. This can feel strange at first, and some puppies may bite the leash. Give your puppy treats as you put the leash on each time. Then, stand next to your puppy with the leash in a loose loop and give him several treats in a row for standing or sitting next to your leg. Take one step forward and encourage him to follow by giving another treat as he catches up.
Any area that the pup has access to must be kept clear and clean. Put out of puppy's reach anything you don't want him to chew or destroy. Do not allow your puppy to have unsupervised access to 'unchewables.' Do not chase the puppy in an attempt to take something away. Instead provide puppy with her own toys and teach her how to play with them exclusively.