At 3 weeks old he's far too young to "learn" anything about scents. In fact exposing him to man-made fragrances or even strong natural scents at such a young age would probably overwhelm him rather than help him develop any kind of potential.
When he is older, and I'm thinking 3-4 years rather than 3-4 weeks here, maybe make it into a game? Let him smell actual things in nature (not too strong), like a flower or whatever, really, and then make it a guessing thing. Like a close your eyes and see if you know what this smell is, kinda game.
That said, I'm not sure you can affect someone's natural sense of smell by "training", really, and there's no telling if your kid will even think it's a fun thing. Your son is way too young to start with such experiments, for now he should just chill and be a baby.
Definitely do not expose such a young child to man-made perfumery. As is true for tastes, sounds, sensations as well as smell - babies' senses are easily overwhelmed and very sensitive.