I "taught" mine at a training class with another dog. I threw the dummy into a pond for mIne and he ran around and around the bank trying to work it out. Eventually we sent the other (experienced) dog. I tried again with mine and he knew what to do but still wouldn't go in the water so out of frustration I pushed him in! He swam straight to the dummy, took it on his mouth and swam back. I now have trouble keeping him out of water!
I wouldn't actually advise anyone to do it this way but it worked for this dog.