How Do I Show My Puppy That I Am In Control?

I’ve only had my puppy for a week. He constantly wants my attention and if I try to leave the room or tell him not to do something, he pees in his crate. He is potty trained for the most part, and he only pees in his crate when he doesn’t get what he wants/his way of controlling me. Papillons are too smart ughhh! What do I do?! Please help! And please give tips other than just to send it to obedience school.