My personal theory is that some babies do it, some don't (or at least, not till they're older). It's kinda pot luck and you can't really 'teach' it - it's a developmental step that children take when they're ready. Sometimes there are things you can do to help them along if they're ready, but if they're not then you just have to wait. Most 6-week olds still need lots of help to sleep, so I really wouldn't worry about it at this point. It's quite possible that in the next few months he will start doing it of his own accord - the best you can do in the meantime is do whatever helps him most (and makes things easiest for you).
The short answer I suppose, is that it just depends on the child :)