You might want to wait until your puppy is at least 8 weeks old to give him a bath, but if he's especially filthy, there are things you can do to clean him up safely.
Be sure to use a puppy shampoo suitable for your puppy's age. If you're having trouble finding one that's safe for pups under 4 weeks, you can use a deodorizing shampoo instead.
Bathe your puppy in a non-slip area to avoid accidents. You can fill a small sink with warm water and clean him thoroughly but carefully, without wetting his head. You'd also want to make sure that the bathing session is a very quick one.
Last and most important, be sure to keep your puppy warm during and after bathing. Pups this young chill very easily, so it's important you use warm water and dry them up immediately after bathing.
If you want to learn more about how to care for your dog, visit The Doggypedia. It contains lots of great articles that can guide you especially if it's your first time caring for a puppy, and other cool stuff such as picking cool puppy names. Check them out here https://thedoggypedia.com/dog-names/.