Aim for at least two daily walks with your puppy. They don't need to be long, but they should reasonably tire out your pup. Just make sure the puppy is getting enough daily exercise based on its size and energy level. For instance, you might go for a 15-minute walk in the morning, then another in the evening after you get home from work. A bored dog will take out its energy in some other (undesirable) form, like whining, crying, or destroying things. At least twice a day, get your puppy engaged in an active game like playing fetch, keep away, chase, tug of war, or any other game your puppy loves to play. In addition to getting necessary exercise, the puppy will love the attention it gets from you. The younger the dog is the shorter your play and exercise sessions have to be but remember to increase the frequency of play or walk time as the puppy gets older. You want your puppy to be able to amuse itself when it is alone in the yard. Supplying plenty of toys will hopefully distract your pup from the fact that it is alone.  Supply a variety of types of toys. Balls, squeaky toys, and treat-dispensing toys are all favorites for puppy playtime. These types of toys can help to distract a puppy from being sad it is alone while stimulating its natural inquisitiveness and desire to chew.   Be sure not to leave your puppy unsupervised with any toy with small parts, like a toy with a squeaker or a stuffed animal with button eyes. The puppy could chew these off of the toy, and they could be a choking hazard.

Summary:
Walk your puppy regularly. Play with your puppy. Give your puppy toys to play with.