Training your dog to come is often considered to be one of the most difficult commands to teach, but it is also one of the most beneficial. Learning this command can help strengthen the bond between you and your dog and may even save your dog's life one day. Remember it will be some time before your dog learns this command; always use positive reinforcement, and never ever discipline your dog for not following through on the lesson.
Begin this lesson by associating a sound with a treat. Use a clicker, or some treats in a jar or can that you can shake. Make the noise, and afterwards give your dog a little treat. Follow this step multiple times a day, for many days in a row, until your dog associates the noise with a treat.
Standing a few feet away from your dog say the word 'come' and make the noise your dog associates with treats. Your dog will come to you to get the treat; once your dog comes to you follow up with plenty of praise, petting, and the treat. Repeat this step many times a day.
Keep increasing the distance between you and your dog; always follow up with a reward and the treat. Overtime start practicing the lesson in different settings and locations. If your dog does not progress with the lessons, then you will need to keep repeating the initial lessons until the association is really cemented in your dog's mind.
Once your dog is able to follow the 'come' command in different locations, settings, and at long distances, begin to slowly phase out the use of the noise and treat to associate 'come' with the command. Begin just saying the word 'come' and then rewarding with a treat and praise. Overtime stop using the treat and just praise and pet your dog.
You will need to consistently practice this command daily. Always follow the command and response with praise and petting.