I think it best to start with a puppy. Introduce them to a harness around 2 months of age. I feel it’s unnecessary to allow them to run around in the harness to ‘get used to it’, I’d rather they associate it with pulling right from the beginning. Malamutes aren’t so timid as to be all that bothered by that thing on their back. By starting the positive training immediately, they aren’t given the chance to resent it and possibly chew on the harness.
The initial training has little to do with actual pulling. It’s very important to build the bond between you and the puppy to build the pup’s confidence so she’ll know you won’t ask her to do something she can’t do. The equipment is minimal. A harness, a small, rimless tire with eye bolt drilled into it, line with snaps at each end, bait, and a helper. Hook the line to the tire first, then the puppy. Doing it in the opposite order gives the pup a chance to start exploring, and at the beginning you don’t want that. Crouch or bend down tapping the ground, treat in hand, no more than 1-2 feet in front of the puppy and call her excitedly, use your ‘puppy-puppy-puppy’ and throw in the ‘pull’ command. Keep other distractions to a minimum. You need to get low because the pup needs to learn correct pulling form and they can’t do that if they’re looking up at your face. The first couple times you may need to wave the bait in the pup’s face, and that’ s fine. Give your highest praise and the bait when the pup comes to you. Have your helper hold the tire and back up a foot or two. Call puppy, and praise when she comes. Only when the puppy is absolutely consistent and coming without hesitation do you back up to being 3-4 feet away from the puppy. DO NOT RUSH, you have nothing but time! To keep the game fun, only go perhaps 25 yards in one direction, turn and go the 25 yards back.
Train no more than once or twice a week. As puppy grows, you may get a larger, rimless tire to offer a little more resistance, but the pup shouldn’t pull significant weight until she’s at least a year old. Always use a pulling surface that offers the least resistance, at this stage grass, fine gravel, and packed dirt are fine.