It does not matter what kind of dog you have, a Yorkie, Boston Terrier or Chihuahua, all dog breeds must learn to walk on a leash. It doesn't matter if your dog happens to live out in the country, there will come a time that your dog is going to be required to be on a leash. So it's always a good idea to start with your puppy early and give them good training for their future.
Teaching your puppy to walk on a leash is not just for his own safety but it is a way for your puppy and you to be able to be connected together out in the countryside or in town without there being any major headaches or struggles with him when he's young or when he's older.
There are more than one way to train your puppy how to walk without him trying to pull and yank you a long with him. But the simplest one is this. As always the best way is reward for good behavior and no reward for bad behavior. So when the puppy is walking on his leash without yanking then he should be immediately rewarded. This reward should be immediate praise and well, the walk with his family member. The opposite will be no reward and that can be done by simply you stop walking when he is tugging and pulling. You will not start walking again until he stops this behavior. Once he does, you can praise the little guy and start walking again. This will also show your puppy at an early age who is in charge.
Word of warning most little puppies are going to resist a collar and leash and they're going to roll all over the place trying to avoid getting it put on and even while it's first on trying to get it off. Have patience. Whatever you do, do not pick him up and carry him or let him get away with his little fit by taking it off of him. This will only lead to an uncontrollable dog when he grows into adulthood.
You need to get a nice light nylon type collar or leather if you want to spend more money. It should have a buckle to lock it. Shoulder harness types are also very good and there is less chance of them chocking themselves when they are first learning to walk on their leash. Your leash should be four to six feet in length and made of the same material that the collar is made out of.
When you go to put the collar on him for the first time make sure you do it without the leash. You will need to praise him as soon as he shows the first signs of accepting the collar and just ignore him if he tries to wiggle out of it. After the pup is use to the collar then you attach the leash and simply let him drag it around behind him for a while. Just make sure he doesn't start chewing on it.
After he seems to be use to the leash, take your end of it and pick it up and then let your puppy explore with you while you are holding the leash in your hand. When you feel comfortable with his behavior inside with the collar and leash the two of you can then venture outdoors and begin the excitement of the eventual long walks together to help the two of you become the best of friends.