As soon as you get him home! Every time you are interacting with your puppy or dog, you are training him, because he is always learning from you! It is always easier to build good habits from the start than to let bad habits become the norm for your dog.
No dog inherently “knows” how to fit into a human household; all dogs (regardless of age, size or breed) must be taught proper “house skills” and etiquette. It isn’t difficult, but it takes some patience. You do NOT need harsh physical methods to train your dog!
Any age or breed can be taught, and the earlier you begin, the better it will be for you and your pet. Think of yourself as the team captain, and your dog as the newest team member to a sport he has never played. It is up to you to teach him the rules so that you can “win” together, as a team.
Find a positive-based class near you, seek appropriate outlets to get him properly socialized to other dogs, people, and new situations, or find a competent trainer to come to your home and help you. The importance of proper socialization and exposure cannot be overemphasized.