Yes they do! A good thing to teach now is the "wait" command. Similar to "stay". Basically the learn that they do nothing until you come back and they get a treat! Stay and wait is the same. Start with just having them do a sit and "wait" (or stay) whatever hand signal you want. and take one step back. and wait for one second. then come back and treat. Then increase to 2 steps, 3 steps, etc. Do NOT treat until you get back to them. Do this every day and increase the distance. Show dogs are supposed to do a sit and stay for 3 and 5 min! So us non show people can do it to! Just be sure to have a training session every day. Even if it is just 5 mins.
I like to do training during mealtime with regular kibble. My Uni didn't know what a treat was until she was over 2 yrs old. heh heh I'm mean. JK!