For the first few times you let them out to free-range, do so late in the day, when there's only a couple of hours of light left. They will tend to stick fairly close to the coop/run, and they will go back into the coop on their own as they know that's where they're supposed to roost at night. Just make sure everyone finds their way back into the coop/run, as some birds will have trouble finding the opening to a gate after they've been out free-ranging.
Also be aware that you may lose some hens due to predators. My flock free-ranges year-round (but is kept locked up at night). The only time I seem to lose hens is in November and February, which corresponds to hawk migration. This is where cover becomes critical. Just a couple of weeks ago, my flock was able to evade a persistent sharp-shinned hawk by taking cover in thick shrubs along the edge of our woods. The hawk finally gave up. If they were out in the open with no cover, the risk would be much higher.