Here's Karen Pryor, one of the greatest animal behaviour advisors, on loose-leash walking:

Loose-leash walking part 1

Loose-leash walking part 2

(The clicks are made with a clicker like the ones kids play with, or used to, as a Christmas cracker toy, and US troops were issued with as a signal in a battle in World War II (a famous plot point in The Longest Day - Longest Day clicker scene). The "click" sound is supposed to trigger a reaction in the amygdala, and is always paired with a treat.