I guess it depends on how bad it is and how much of the dog is covered with the bumps. First thing is to check for fleas, do you see stuff on the dog anywhere that looks like pepper? If you do that is probably flea poop and the bumps could be a reaction to the fleas. Have you bathed the pup lately? It could have a reaction to the shampoo, if you brush too vigorously that can cause skin irritation.
If the dog is not miserable or acting sick in any other way, I would probably try an oatmeal bath or pick up a bottle of malaseb or even some dandruff shampoo first. If it doesn’t improve then I would go to the vet. I have had dogs who get what they called a “non specific staff infection” which produced little bumps. We treated it with Phisohex baths.