Hi, welcome to Yorkie Talk. Just remember he is just a baby and for a pet store puppy you are very lucky he is not soiling his crate. This is a big plus for you and will make potty training much easier.
Potty training is a process and just like in human babies it takes time to accomplish. Just keep taking him out often and reward him when he does go. As for laying at your feet when you take him out he's probably not had much experience with being outside and is uncertain or scared. The leash may also feel very unfamiliar to him and make him nervous. He's seeking reassurance from you. I would recommend you buy a small exercise pen from a pet store and place him in it when you take him out to potty. Stay close by for reassurance but the pen will give him some room to move around without being on a leash. I always use exercise pens when potty training and it works well. There is lots of information available on potty training puppies and I would recommend the crate training method. Please do some reading, what your puppy is doing is normal and he is actually doing very well. Good luck with your new baby.
Teresa