Ideally, toilet training should begin with the breeder, and needs to be continued when you get home. I always place tiny puppies on newspaper whilst I clean out their bed (several times a day). The action of waking them up stimulates them to pee and the feel of newspaper beneath them will become associated with the action.
Food treats can be used effectively to keep your puppy by your side. Keep the leash loose at all times. Stopping and starting, changing direction, treating and praising all help to encourage puppy to walk by your side. Lengthen the gap between treats, but always reward your puppy for stopping next to you.