I've had the pleasure of training my last two pups in the winter. Take the pup out on a leash, once the pup goes potty give lots of praise and reward. I don't see a problem with the pup playing afterwards, but then you have to remember that after they play they have to go. Sadly, during the potty training process its all business...once the potty training is done..there is plenty of time for play..
Misty- Samoyed Mix, Tannor- Golden Retriever CGC
Robyn- GSD CGC, TC, Midnite-GSD CGC,TC, Brennan-Golden Retriever CGC, Batman-Husky/Greyhound , Apollo-GSD