With all new pigeons, you need to keep them locked up for a while before letting them out to fly. Depending on the breed, it may be up to a month before you can let them out. The age also makes a big difference too. If you get homers, and you want to be able to fly them, then you'll need to get birds that are 1-2 months old. Preferably still squeaking. With other breeds, a few weeks is all you need.
When you let them out, always do so before feeding them. Feed them twice a day (morning/evening). It's only a tablespoon of food per bird in the morning, and two per bird at night (well, that's how I prefer anyways). You can also get them used to a feed call. This can be the shake of the feed can, a whistle, or whatever sound you'd like. Just make the call everytime you feed, for a little while as they're eating. They'll learn to associate that call with food, so when you let them out for the first time, you can easily call them back in to eat 
		
		
	
	
 This is really good because the longer they are out lounging around, the more time a hawk has to attack. If you're out and about the yard, usually you won't have a predator problem. But if you hear a hawk, or maybe you have to leave or go inside for a while, being able to call the little guys inside will insure they're safe! 
On weekends when I'm outside basically all day, I give my birds an 'open loft', where they can freely go in and out. No food in the cage, so I can still have a little control over them, but they're allowed to pick at the grass, sunbathe, or take a bath in some water if they want. A day to just chill