There a wide variety of reasons for behavioral problems, but chances are that your dog just misses you, and is showing you just how bored and lonely he is. This is especially true if you only have one dog in the house and hes home alone all day while you are at work.
One solution to this problem is to keep your dog entertained while you are gone. Get a bone or a Kong chew toy, so he'll have a something to do to keep him occupied when you're not there. Another great idea is to turn on the radio or TV so he'll hear human voices. Puppies respond especially well to this; it helps to reassure them much like an actual human presence. Also, if you can lend him a worn shirt, try leaving this in your dog's bed so that your scent remains even when you aren't there to comfort him.
Discourage Destructive Behavior
In cases of destructive behavior, correcting your dog immediately when you catch him chewing your furniture, shoes or other belongings. Be vigilant at first -- instant feedback is much easier for your dog to understand than corrections that are even a minute or two later. When you catch him, rush to your dog's side, and give him a firm "No!"
There have been plenty of days when I have come home to the remains of a stack of paper, ripped to shreds by my dog. I knew that he'd probably done it hours ago, so to reinforce the memory of the negative behavior, I grabbed some of the mail, put it near her mouth and uttered a firm "No!" She shredded the mail a couple more times, but each time I reinforced with "No!" and he soon got the message. The important thing to remember is that a firm No will do the trick, no physical punishment should ever be necessary.
