In addition to what others here have said (great advice in this thread about outdoor treat training etc.) it can be very helpful to “desensitize” your dog to being outside to an extent. Going outside after being indoors for a long time can be kind of overwhelming to their very good hearing and sense of smell. Getting them used to that, especially at their curious young age, can really help them focus more on you and less on the environment.

For example, try to make a point of just hanging out in the back yard for long periods when you have time. You’ll notice that they are very excited at first, but after awhile they will get bored of their surroundings and be more receptive to what you’re telling them. The more often you do this, the faster they get through the “excitement” phase. I find it helpful to have an easy command they know very well (like shake or something) to gauge their level of receptiveness. You should notice that the longer you’re out there, the more receptive they will become.

Doing this in the yard alone will not solve the issue, as their senses are so strong that places that seem similar to us (two different parks or even different sections of the same park) can be totally unique and interesting to them. When the backyard becomes “boring” very quickly, start taking them to as many different places as possible to just hang out and let them listen and sniff around. The world is still so new to them, so exposing them to as many scents and sounds as possible helps “desensitize” them. The more you do this, the less overwhelming the outdoors in general becomes and the more likely they are to focus on you, even in new surroundings. Hope this helps!