Don't feed milk as dogs are Lactose Intolerant meaning they don't have enzymes in their body to digest milk. Feeding milk will cause loose stools and on the adverse side, it can potentially damage his liver. You can feed him curd considering GSD's have very sensitive stomach.
You need to start training the dog right away- you can train him where he should pee and pop. You can train him to fetch ball, to sit, to down, etc. Give him reward based training wherein in you reward him for obeying your command. Don't use physical force.
If your dog is healthy, you don't really have to feed anything. If you are feeding him Pedigree, it's perfectly fine. But, you can speak to your vet if your dog requires to be fed any calcium and vitamin supplements.