Any extra weight on their body on a regular basis may not be good for them, to much strain on the frame. Walking and running will definetly build muscles. Some breeds like the min Schnauzer(for shows) have exercises like doing alot of uphill (steep) walking to make the back legs bulge with muscle.
weight pulling is great for the bully breeds. i do it with my dogs.tires and bricks workout great. just start out light and don't push your dog.also you can get dog hiking backpacks for it and put waterbottles or small weights in them.