Puppies get their baby teeth at around 3-4 weeks, and permanent teeth from about 16 weeks. Those permanent teeth can be painful as they break through, and the best way to relieve the pain is to get your puppy chewing - preferably on safe and stimulating teething toys, and not your valued possessions. Ask your vet about which toys are most suitable for your dog.
Chewing plays an important part of the development of jaw muscles as well as teeth and gums, and also helps develop jaw muscles, teeth and gums. Try stuffing some toys with treats to make them more interesting, and even pop some in the freezer to help sooth sore gums.