This should be done as soon as your puppy is fully vaccinated and allowed out.
At this stage your puppy is very dependant on you and needs you for security.
Take your puppy to a safe area, away from the road and preferable on to grass.
Take some nice tasty treats with you and a toy that the puppy likes.
Choose an area where there are no other dogs running loose close by.
Let the puppy off the lead to sniff around for a short while.
Now call your puppy back using its name and an encouraging tone.
When the puppy comes to you give it a treat or its toy and immediately praise the puppy.
Do this a few times and put the puppy back onto its lead.
Walk to another area and do the same thing again.
It is good practice to put the puppy back onto the lead and then let it off again.
Always praise the pup for coming back.