It can be a very scary time for pups as people with strange silhouettes and masks keep arriving at the door. It can be very noisy with overexcited children yelling Trick or Treat!
There is a good chance that you will have lots of barking that night. Be prepared. 
Consider having the pup in another room with someone rewarding quiet behaviour as another person deals with the door. Or, if you want to have the pup at the door, please have him on leash so he doesn't dash out! Make sure your dog has identification on at all times in case he runs out!

If your pup shows any signs of fear such as backing away and barking, please don't force him to approach the door. Keep him away from it where he will feel safe. Think of the dog's point of view. We know there is a cute little child hidden in there somewhere. Your dog just sees very odd shapes and unfamiliar silhouettes and hears lots of high pitched squeals. It's not "cute" when he barks at the scary thing in the doorway. It's genuine fear and you want to avoid it.
If you plan on wearing a costume, especially a mask, show it to the dog now (don't let him eat it).  Put it on and let the pup see you in it. Let him sniff and investigate. Don't wait for Halloween night when you will be distracted but do this over the next week.
As excited as you may be to take your new puppy with you on your Halloween adventure, think twice. It can be a very frightening experience. Things that we take for granted - will likely effect your puppy. Think giant decorative black cats and scary things hanging from trees blowing in the breeze. 

If you leave your dog at home, leave some music playing as background noise. The Through A Dog's Ear musical cd's have a wonderful selection of cd's especially configured for dogs. I use them all the time. There is one playing as I write this!

Above all, make sure you leave candy, chocolate and the rest of your  Halloween goodies well out of reach from your pet. You don't want to end up spending the evening at the emergency clinic!