Anna,

All of my pups were like that when we first got them!

Jasper was really hard to teach how to walk on a leash, the only good part is he still doesn't pull--but he does walk

Im not sure exactly what you should do, maybe go outside with it on him and throw toys or anything at all and everytime he walks with the leash on(and you holding it), give him praise/treats?

Ours just learned on their own as they got a bit older

Good luck!!!