Dogs instinctively know how to chew their food, but if they've never tasted real meat or chewed on a bone, they may get very excited and gulp up their treat very quickly (as some of us humans do).
Sometimes you have to teach them how to chew.
For pups that are new to real food, we find it easiest to hold one end of the chew while your pup first tries a chew. Let your pup lick, start to taste the chew and hold it until they begin chewing on it. Repeat this a couple of times with their first chew, and watch them carefully to make sure they are accustomed to chewing before swallowing.