Some people supplement with Fish Oil/Omegas for their babies, but it's not a requirement. What's probably most important for your baby at such a young age is that you choose a food with the best possible ingredients, fewest allergens, fewest fillers, fewest by-products. That'll help get a pup off to a good start.
Some foods are listed as "All Life Stages", meaning you can feed it all their lives. Other foods are formulated a bit more specifically (but are really only marginally different, usually). What are you feeding now?
Some good brands are Orijen, Evangers, Natures Variety. These would be found at a premium pet food store.