This is a skill that has to be trained into a puppy, something most people don’t realize. The best way to do this is to use conditioning. You let the dog wear a collar and leash or harness and leash for a short time indoors. Keeping the time short at the beginning is key. Once the puppy is used to the feel of the collar, start training to walk with the leash.
To do this, you simply reward the dog with a treat when they walk to you and listen to you when on the leash. There are plenty of places online and in various pet places that you can look to for help with the specifics, and if you are having trouble with training a puppy on a leash.