DO NOT TEACH HIM NOW!!!!!!!!!!!!!!!!
He is way too young to learn to jump, it is bad for his bones!

Wait until he's at least a year (longer with larger dogs). I have a pup who is also a natural jumper and just SAILS over baby gaits (argh) so yeah they may do it on their own, but certainly try to limit it and never encourage it yet.
I've never heard of teaching a dog to high jump, other than seeing some try for a record... is that popular in Australia? Interesting!

But you would basically start off (once your pup is old enough) with small jumps and gradually increase the height over time.
Is it the pup in your avatar? So cute!