Left on their own, in time they would figure it out. But you don't have time for their foolishness. Do you? So shut them up in the coop with food and water for an entire day to explore and play and learn that this is home.
The next day, let them out into the run, but understand that you will need to teach them to go inside when night comes. Wait until they huddle and start making their bedtime trilling noises. Then gently begin placing each one into the coop. It might help to have a treat inside to lure them in. Also it helps to have a night light so they can see, especially if it's darker in the coop than it is in the run.
After two or three nights of this, they will catch on.
Next time you have chicks, brood them in your coop and they will know it's home from the get-go.
In case you have a skittish breed and they resist being picked up and put into the coop, you will first need to tame them. You do that by teaching them to come to you using a treat and an audible cue. In no time, a day at most, they will respond to a cue to come. If you get inside the coop (unless it's one of those make-believe prefab coops not made for humans), you can then lure them inside with the cue and the treat.
I teach all my chickens at a young age to come to a clicker. All I need to do to get the entire flock inside at the end of the day is to use the clicker. No matter how far away, all the chickens come running and are inside the run in about fifteen seconds. I reinforce the training each time I use the clicker by giving a treat.
