You can train the dog yourself or take him to an obedience class with a qualified trainer. Wait until after the first week to start formal training. The training period can be a good way to create a strong bond between you and your dog. In addition the dog learns what you expect of him and how to please you. Both of these things are very important to him.
Most dogs adjust quickly to their new families within a week or two.
Some take longer. Very few are unable to adjust at all. In most cases the dog will be a well-adjusted member of the family within a month. In fact - you may find it difficult to remember a time when he wasn't one of you. Here's to a long and happy life together.