What to do when a puppy goes poop and anal gland comes out?

By anal gland coming out, do you mean that the anal sac is bulging? If so, take him/her to the vet immediately. That's a sign of an impacted anal gland - if not taken care of, it will continue to grow like a balloon and then pop (sorry to be gross, but it's true). My poor dog had it happen a few years ago and was miserable for weeks after.

If, however, you just mean that the anal sacs seceret liquid when your puppy poops, this is normal and healthy.