The study reports curiosity not only makes one a better learner of the target subject but also improves recall of incidental information.
With animals the word ‘curiosity’ tends to be avoided in scientific literature, instead we find terms like ‘neophilia’, ‘exploratory’ and ‘novelty-seeking behavior’; probably to avoid charges of anthropomorphism.
Despite literature’s reluctance to describe animals as curious, I don’t think anyone is going to fight me if I say curiosity is part of animal personality.
The study and video describe what’s going on in the brain of humans when curiosity is aroused, satisfied and how it all works to enhance memory and learning. Because your dog has these same structures (SN, NAcc, VTA, Hippocampus) and I’m going to suggest the same effect is almost certainly found in dogs and that evoking your animal’s curiosity will enhance learning and memory (training)
How one can promote curiosity in a dog is harder to say; there isn’t any real research on it. However, if we look to child development and strip away the anthropocentric language we see what they recommend could be construed as foraging behavior; I’m guessing it’s the same for all mammals.
Below is a video abstract by the authors, the video is 6 minutes long and well worth the time.
Gruber, M., Gelman, B., & Ranganath, C. (2014). States of Curiosity Modulate Hippocampus-Dependent Learning via the Dopaminergic Circuit Neuron, 84 (2), 486-496 DOI: 10.1016/j.neuron.2014.08.060