Is the bag the only thing I can use as a lure?
Generally, yes. The plastic is light-weight and tears easily if the pup won't let go - which prevents them from pulling the whole course apart (sometimes!)
If you're looking for something more durable - homemade lures can be cut from old denim jeans (or other cloth)
Cut the lure 3" x 9" with a hole in one end that you can tie a lenth of line to - which can in turn be tied to the course line.
You can also tie strips of cloth for an enticing fluttering effect. Just make that in total they equal about the same size (around 3" x 9").
However bulky things like tennis balls (unfortunately!) will not work 😔
Once the pup learns how fun it is to chase - most don't even need a lure - they'll chase the knots in the line! 🤣