If your puppy won't behave on the leash, he needs to learn a lesson -- and you need to teach it. Scolding a leashed puppy is a matter of both correcting the bad behavior and preventing it next time, so take careful note of what exactly your puppy is doing wrong. You need to tailor your scolding and teaching approach to the specific problem, as different leash behaviors require different teaching methods. When you isolate and treat the bad behavior, your puppy will start to learn.
Calm your puppy down before going on a walk. Going on a walk is a very exciting time for a puppy, but if he bounces around and gets too worked up before you leave, he'll maintain that frantic energy throughout the walk. Set the tone for your walk early by presenting him with the collar and leash, but wait for him to calm down before hooking him up and heading out. Use a calming command, like "easy," so that when he does settle down and you hook him up, he begins to make the word association.
Outfit your puppy in a leash and collar or harness that are an appropriate size so that you can more easily control him. For example, dogs like pugs may struggle with traditional collars, as they restrict their breathing -- especially when they tug on the leash. They would be better suited wearing a body harness. Larger, stronger puppies are best off wearing a collar designed for easy control, like a martingale collar, and may require a thick leash that gives you more control.
Walk your puppy in a distraction-free area, like a secluded sidewalk or an empty park. This makes it easier to manage his bad leash behavior, as he can concentrate more on the commands you give him rather than being distracted by things like other dogs, pedestrians and cars.
Determine what your puppy's goals are when he misbehaves, and subvert them. For example, if your dog pulls at his leash, he is trying to lead the walk and dictate how fast you should go. Subvert his expectations by coming to a dead halt and giving the "easy" command again. Don't start walking again until he comes back, and do it every single time he pulls the leash -- eventually, he will learn that pulling makes the walk stop, not go faster, and he'll be less inclined to try it in the future.
Entice your dog with rewards for good leash behavior. For example, if your dog stands still and resists walking on his leash, offer a small treat and give a command to keep walking, like "come." Doing this consistently will train him to always come when called, as he associates following the direction with earning your praise and a reward.