You can play with your dog just as a stand-alone activity, or you can incorporate it with your training and use it as an actual reward instead or in addition to treats.
I read a saying recently (unfortunately I can't quote an author as I cannot remember who it was and I cannot find it anymore) which summarises training exactly how I see it. It goes something like this: Don't incorporate playing into work, but incorporate work into playing.
So when you do training, have fun, intersperse it with playing and use playing as a reward too if your dog enjoys a good game.
Keep training sessions short, a couple of minutes here followed by playing, and another couple of minutes there! Lots of short training sessions are more beneficial than one long one!
So to summarise:
Once your dog is as responsive and controlled on your walks as you need him to be, you can relax this routine a little. However, your dog will always enjoy impromptu training and playing sessions, so don't forget about them. It will also keep any skills sharp and you can continuously expand on training without making it a chore.
Walks are there to have fun TOGETHER, not to go your separate ways until you clip the lead back on. Enjoy your time with your dog and make the most of it.
I will cover some of the training and games you can play with your dog when out an about in a later blog.