Congratulations on the new addition! I agree with everyone above to let the doggies work everything out on their own in terms of when and if to play.
Walking together is good. Training together, performing tricks for treats, is also a favorite with my 2 boys.
My Teddy was 8 months old when we brought him home from the breeder. I think he was thrilled to have only 1 Yorkie brother and to not have to compete with a bunch of dogs for the humans. He claimed my dad as his full time human.