
Ideally from around 4-5 weeks and when still with the breeder your puppy should have been taken out and about into the great outside world to become accustomed to noise, people, a variety of sights, smells etc. and between arriving with you and his being able to walk in public places pre-inoculations, this vital socialisation should have been continued with taking him in your arms ;)
If none of the above was done, don't give up or be overly alarmed, but it does mean he is now suddenly being introduced to so many strange and frightening things at one time that he is more likely to be overwhelmed by them. It's a lot to suddenly take in for a young puppy. His behaviour clearly says he is not enjoying these outdoor walks so you will have to gently introduce him to new situations and environments.
Start by taking him somewhere like the park and just sitting on a bench with him and let him get used to unfamiliar surroundings and other park users and animals at a distance and without any pressure. Similarly, take him to a not too busy pedestrian precinct or similar shopping area and sit somewhere that he can watch the world go by and hopefully if he's happy to be approached by people he will also get some friendly attention - but don't let ANYONE be pushy or pressurise him. You have to work on him getting slowly used to lots of different things but at the same time ensure all his experiences are positive - i.e. pleasant - things.
Also try and enrol in a puppy training class - a reputable one, which works with socialisation and basic training issues and only takes a small number (around 5-8) pups of similar age at a time.
HTH, Good luck Teri :)