Sorry, I wasn't sure exactly, the same things apply to TWH as they do to other horses until you get to finishing and gait training. But here are some of the things we did with my mare and other colts at the barn.
Youngsters typically we did sessions 3 times a week for approx 15 minutes at a time, you'll see mentally when the switch turns off after a certain period of time where they just stop paying attention to you, like you're not there anymore. Mentally they just get exhausted learning and once they hit that point it is just an uphill battle. You don't want to exceed that if you can help it and as you get to know your horse you'll see the signs of that coming and know to end the session by going to something they know and turning them out.
At 2, starting with 15 min sessions, gradually going to more and more time as we got going and she knew more. If you are starting sooner i think the same would apply. I first taught sable to stand still in cross ties (she was good about it, but not all are) once that was done I taught her to work on a lunge (she was halter broke so that step was not needed), taught her whoa, turn on cue and change directions, kissed to teach her to come to me, jiggled the line to get her to back up etc.
Once she had a pretty good grasp on that, I sacked her out, rubbed her with a saddle blanket, made sure I was able to put it all over her with her remaining calm and then brought in a oats sack and crinkled it around her, rubbed it on her etc. Once she was sacked out well I bought in a light english saddle and taught her to have a saddle put on her, put it on took it off until she stopped flinching and then i tightened the cinch, not very tight to start as they can be very nervous about that. once that was on I pulled the stirrups back and forth, rocked the saddle and forth, and finally mounted her (from both sides)
I did all of this within a week, she is a solid minded mare and we were able to do this very easily with her, I have seen other mares that needed more time to grasp and learn.
Always start on something they know and end on something they know, or on a good note of them learning
With a weanling this summer, we showed him in the futurity and we worked on teaching him to lead, walk him walk him walk him, he gets ahead, stop back him up a bit etc. I dont have much experience in weanlings, but i imagine some of the ground work like desensitizing can be done at a young age as well.
Goodluck and hope that helps some