When giving commands to a dog, a calm, firm, authoritative voice is most effective. Dogs do not respond well to hesitant, pleading voices, nor to yelling, which might sound to the dog like threatening barking or scolding. It is also important that the word used for the command and the pitch of the voice be consistent each time the command is delivered so that the dog can more easily learn what the owner means (siiiiiiiiiiiit does not sound the same as sit, for example).
Using the puppy’s name before a command ensures that the dog knows that a command is coming, that it is for him (rather than for other dogs, children, or people), and that he should pay attention. This is important because dogs hear a lot of human speech that has no relevance for them at all, and it is easy for them to disregard commands amongst the babble.
To reinforce the command, the dog always gets some kind of reward or reinforcement (praise and usually a treat or toy) when it performs the action correctly. This helps the dog to understand that he has done a good thing.
Note that not all dogs are trained to voice command. Many working breeds of dog are not trained to a voice...