I have a 11 months old lab (check profile) and I think I can help.
There are two methods....
1)To prevent him from picking up unwanted items from road..use a muzzle(you get at any pet shop).Make sure the puppy is breathing comfortably after wearing it.It protects him from ingesting garbage and other thing once you take him outside.
2)Self Training Method :Use a leash to control him first and try indoors initially.Now put some dog treats(anything your lab loves the most,apple pieces are gr8) in to his feeding bowl.Bring your puppy to your left side while holding the leash.While standing next to him (not facing) you take the bowl to his mouth (at his head height) and as soon as the dog starts feeding you start walking calling out the command For Eg: "Max Heel".Try over short distances first and make it a regular practice.Do the same as you take him for walk (just call out the command only) and don't expect miracles on the first day.Initially practice this with muzzle after you are confident remove the muzzle.
As per the age of the puppy you mentioned don't go for formal training till he's aged 6 months.It's like giving tutors for a Play-school kid.You just spend some time training basic commands like sit,down etc with love and affection and of course treats.Remember to play regularly with him after you train to get fruits of training faster,make it such that after each successful training session he gets to play else no play (be linient initially).Your lab will grow great and obedient to you.