Congrats on your new boy. For worming and vaccinations I would ask your vet to give you a schedule of what to give. Since you are in the UK you probably have different brands than we are used to in the US.
As far as handling and training, just enjoy him and play with him. I like to say that God gave them baby itchies to help train them. They love to be scratched and it is a fun thing to do when they are young. This gives you the chance to make them friendly, spend quality time and to touch them in every rude place you can find to make handling them easier when you start doing things with them. When playing with him pet his legs and when he is used to that, start picking up his feet and playing with his hooves. Your farrier will thank you later.
Play with him but be consistent with respect to your space. Colts can be nippy so be firm that this is unacceptable behavior. Impress on him that there is play time when he can be close but can't climb all over you when it isn't play time. When you are leading him he has to keep his distance and behave. These are goals to work toward with a baby and it won't happen instantly.
Babies are a blank slate, curious and are little sponges to soak up new experiences. As long as they don't get hurt they are willing to play with you and find out what you are about. They will also go through stages where you become the big bad bogey man and run from you. Just spend time with him and enjoy him and your training will be much easier later on.
