The Belgian Sheepdog is a highly intelligent breed that must always have plenty to keep him busy. Unlike many other breeds, he is not content to just stand beside you and wait for something to happen. They need to be busy doing something whether it's herding, assisting the blind or disabled, working with agility exercises, or working as a police or guard dog. They must be busy at all times or they will find their own entertainment, which may not suit your idea of a challenging activity.
A Belgian Sheepdog is a people dog, and as such needs a great deal of human interaction. You can do that by exercising him frequently and participating in various activities with him. It's important for you to keep him stimulated, and you can do that by planning different activities that will allow him to keep busy doing something he enjoys. Playing fetch will quickly bore him, but a round of agility exercises will keep him occupied for some time. If you live on a farm, you can train him to be a herder, even if it's only for a stimulating activity.
The Belgian Sheepdog is easy to train, and thrives on pleasing his master or mistress. He learns quickly and will do anything to gain your approval. You can certainly do your dog a big favor by enrolling him in agility classes so that he can learn some stimulating activities he can perform. This is especially important if you live where there isn't a large amount of things that he can do. He is also very content helping people who need him such as the blind and disabled. Doing things that he knows are necessary are important to the Belgian Sheepdog, and are part of his nature to perform.
A Belgian Sheepdog is naturally a herding dog, but you can work with him even if you don't have a farm. You can use props or if you know someone who has a farm, you can work with him there. Teach him how to track things by following a scent, something that all dogs can do if properly trained. The difference is with a Belgian Sheepdog you have to make sure you can keep him stimulated in various ways or you will have a dog of high intelligence that is bored. He needs to be with people, so you need to assist him with his routines as much as possible-don't just let him in the back yard and expect him to perform by himself. The Belgian doesn't adapt well to being alone, so if you do that, it will not be very likely that you will find him doing what you expect him to do.