If your dog does not practice his manners, he will not be as appreciated by the people in your life as you would like. A dog with good manners sits and waits patiently and calmly before allowing any humans to pet him. A polite dog quietly lets you know of his needs for meals and to be let outside. A polite dog with fun tricks can also shake your hand and "say" please when he wants something from you.
Teaching your dog to 'say please' can be as simple as making him sit and wait politely before he gets what he wants. Some dog owners have their dog beg with one or two paws up, asking politely for what they would like to have. Training 'please' can be fun and rewarding for both you and your dog and entertaining for your guests when they hear you tell your dog to 'say please' before you give him anything he wants.
If your dog has obedience training down, it will be easy to teach the command, 'please'. Once your dog has learned the basics, training 'please' is basically teaching him to wait patiently. You can have him offer a paw to or 'sit pretty' to say please.
Have some patience with this command because your dog understands the basic commands and when to do them already. Adding 'please' is adding patience from your dog. It might take a bit of time to adjust to being patient for something he wants after he is worked for something using the commands he already knows. Be prepared to reinforce good behaviors with treats and verbal praise. Practice 'please' in various situations, so your dog recognizes 'please' as manners, not just a command. He should be saying please for food, special occasions, when he needs to go outside, and many other opportunities to show respect and manners.
You will need treats to offer for good behavior and showing patience. Be prepared for different scenarios to teach 'please' to your dog. He can show you his manners and use please for food, treats, waiting to open to door, or wanting to get up on the couch with you. Have fun with this training and impress your friends with the manners your dog can learn.