We got our pup to fetch a ball but she just runs after it and sometimes rolls it around with her nose. I don't know how to get her to pick it up and bring it back. I've been looking online but there isn't much advice.
Is she a tugger? If so, use a tug to retrieve and incorporate tugging. The incentive to retrieve is the game of tug. Here you can teach "bring" (or whatever retrieve word), "give", "drop"...all kinds of behaviors you'll want as part of the game of retrieve.
Sam tends to play with his ball, a lot!, after we have thrown it. I have him on a long, trailing leash, which is attached to the harness, and if he doesn't bring it back , I step on the trailing leash, shorting his distance to me. Kind of a reminder, ignoring also might work, kind of 'wanna chase the ball, bring it to me. One thing you never should do is to chase her, you only teach her that the game is called 'fetch and let the human chase you' not 'fetch and bring to fetch again' ...
I've found that tossing the toy/ball just a few feet helps. Toss the ball, point to it, and say things like "go get it!!!" in a really happy, excited voice. You can kinda "lead" your pup to the ball and encourage her to pick it up, too. Sometimes "teasing" with the ball helps, too; show the pup you have it, play with it, and generally just make it seem like that ball is an amazing object that she MUST have. Once you can get your pup to pick the ball up and start bringing it back, I've found that having another ball encourages them to drop the one they have. That's how I am teaching my poodle. He's pretty good now, only when he gets really excited or extra playful does he refuse to drop it. As Sybille said, if they start dancing around you, refusing to drop the ball, just ignore them. That way they learn (eventually ) that the only way to have fun is to drop the ball.
Another thing you can try is using different toys, such as stuffed animals or rope toys. I used soft squeaker toys to start teaching my poodle. The squeakiness excited him a little, making him want to play with the toy, and he loves to tug, so he figured out that if he brought the toy back we would play a game of tug. The eventually we moved up to balls.
I usually get puppies to retrieve by backchaining it. Basically means you teach it backwards. Offer pup ball "get it", she puts it in her mouth. You ask her to drop (or lure it with a treat on the nose), she drops it. You pick it up and do it again. Wash, rinse, repeat. Then drop it on the ground "get it", drop it, reward...etc. Then you toss it a foot or so etc and build up to longer distances. It is natural for the dog/puppy to chase a ball (it's MOVING!) but once they have it, is NOT a natural behaviour to bring it back to you, give it to you and then wait for you to toss it again. This teaches them that bringing it back to you makes it go again (It's MOVING!!!!!!) and eventually becomes a self rewarding behaviour, so you can fade the treats.
What I've done with my guys is I would start in a smaller space... usually a bathroom. Less room to run, and less distractions/rewarding environment. I'd use a treat at first for a reward, but once they caught on I'd wean out the treat (throwing the ball is the reward once they catch on). I'd start out with the puppy having the ball and me putting my hand out, I'd then use the treat to lure them to drop the ball into my hand. Once the puppy has done that he/she gets the reward and tons of praise. I've taught all my guys to bring the ball, disc, tug toy whatever it may be and put it in my hands.