Walking on a lead does not mean much to a dog. You are going to have to teach it this new relationship which binds it to its master or mistress.
At first, you could put the collar and lead on your puppy, and let it get used to this little constraint.
When you pull on the lead, do so gently. Give some little tugs, calling your dog’s attention by clicking your tongue. As soon as it follows the direction of the lead, be it only for a yard or two, reward it with some vigorous strokes.
Once the puppy begins to frisk alongside you on its lead, go on catching its attention with lots of little sound signals, so as to get it used to making regular visual contact with you. In this way, the physical leash is backed up by a vocal tether.
Keep the lead slack: as soon as the puppy pulls, bring it back sharply to heel and slacken the lead straight away again, accompanying your gesture with always the same command: "Spot, here!" or "Flash, heel!". As soon as the dog goes a few yards without tugging, give it a stroke.