Yes I would start right when they are a pup. Put her in the bag and give her treats..get her use to being in there.. then once she is use to it start to close it and train her that way... give her treats and tell her she is a good girl, keep doing that and I am sure she will get use to it. Also I would leave it on the floor and leave it open so she can so snif it and look at it on her own time.
I never trained Peanut to go in a bag when he was a puppy and I wished I did because now he will not go in one!!!

I have to carry him EVERYWHERE, but its ok.