Wheaten Terriers are active dogs with lots of energy, so it's up to owners to train their pets with discipline and love to keep them under control.
It is best to begin when a Wheaten is a puppy or it will be more difficult later on. Since Wheatens are fairly intelligent, they can learn to behave easier than some other breeds. First of all, take a firm but loving hold of your pet so he knows you are the boss. Repeat this for about half an hour each day. In the beginning, your puppy will try to struggle free, but just hold on until he settles down.
You can also use this method to get your pup under control during the day and very soon, he will learn that you are the master and he must do as he's told. This will greatly help you to train him to come when you call him, walk along beside you, lie down to be groomed and so on.
Wheaten Terriers love to play and you can make use of this natural instinct in training. One method is called clicker training that features positive reinforcement. Have one person hold the dog by his collar, while the other person stands a few feet away holding a dish of dog food at about knee level. The person holding the food should step backward a few feet and then use a clicker or say, "come" in a pleasing kind of way. The other person will let go and the dog should head directly toward the person with the food. When the dog "comes" very near say, "stop." Take him by the collar and then allow him to eat, while you praise him.
The next time, move backward even further, until your dog gets used to coming to you when you say the word. As you move further and further away, reduce the amount of food. Remember that if you use yelling or mistreatment, you cannot expect the dog to come to you or meet your demands. Learning to respond to your call is vital, as a Wheaten will try and probably manage to escape your yard at least once.
One difficulty with bigger dogs is that the owner often feels like the dog is taking him or her for a walk instead of the other way around. To correct this, you need to train your Wheaten as a pup to walk nicely on a loose leash. Using a regular collar (no chokers please!) put the dog on a leash that is six feet long. Make sure you have treats in your pocket and at least one in your hand. As soon as the dog starts to yank on the leash, stop and stand firm. Say nothing and wait until he acknowledges you. This could take a few minutes but as soon as he does, the leash should loosen. Then you give him a treat and plenty of praise. Your dog will soon learn that pulling will not get him anywhere.