Everyone has their own opinions and styles to introducing new dogs to hunting. In my opinion playing with the wing and praising your very young pooch when he finds it, is not a bad thing. Just beware of games you play with a puppy which will be counter productive to behaviors you'll expect in an adult. Taking your pup out for walks and playing is a great start to bonding with your new buddy.

His beahvior is very normal for a young pup, they may be young, but they still have good noses. I would begin initial control/obedience training at this age, just keep your training sessions real short as they don't have long attention spans at this age.