If your dog has learned how to lie down, he will learn how to paly dead soon, you can order him to lie down, then say "sleep" to him and roll the dog, let him fall down towards one side of his body with head straight down, keep the posture for a while, then stroke him until he stays.

There is another training method, it's also effective.

You can motion toward your dog first, then simulate a single shot, such as "Bang". After that, push your dog down on the ground, your action should be lightly and slowly to avoid to frighten him, let him lie down with belly up for several minutes. Repeat the training for 3 to 5 times everyday. After several days, your dog will establish a conditioned reflex, once you make a gesture shooting, dog will paly dead at once, if so, give him a reward.

Practice two or three times every day, your dog will succeed in one month.