I agree with Carmspack. It is mostly a genetic issue. I don't have a police k9 but I do IPO / Schutzhund. Just getting out and doing stuff with your dog is socialization enough. I don't feel there is any really specific protocol. I would personally recommend attending some sort of dog sport club (agility, comp OB, schutzhund, dock diving, whatever...). It will expose your dog to many things and you can meet some cool people also.
Good luck with your puppy!
Check out my website dedicated to IPO/Schutzhund:
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