Well, if you want to train him to walk behind you or at your side, you can certainly do so. Simply a manner of personal preference - there is no "right" way to walk a dog.
I let my little guy walk in front of me because he naturally walks faster than I do, and if he's a little ahead he can stop and sniff something while I catch up without breaking my walk-rhythm. Plus, I can better see when he's about to do something wrong (like pee on someone's car, or eat a piece of trash) and then I can direct his behavior before he actually gets himself into trouble.
Do you want to teach a "proper heel," like for competitive obedience, or do you just want to teach a "loose leash walk," so your dog isn't pulling on you?