Yikes! 5 weeks is awful young! I don't have experience with pups that small, whether they can be "trained" to not whine yet or not. But hang in there!!! The first few weeks will be a little rough but it will get easier with time. When he gets a little older you should be able to train him to your voice, and teach a command like "Stop that Noise". But I don't know if he will catch onto it at only 5 weeks old or not.