First time out in the yard on their own what do I do?

Mine usually stick together if they grew up together. Yes the roo will keep tabs on everyone at least mine did. He crowed to everyone. Communication between the birds I think is key!

 

Ours are 3-4 weeks. We just had 4 out the other day. They hang together.
When we took out two it was funny, because the 3 week old stayed very close to the 4 week old. I gave them a couple of worms. The younger ran away to eat. When she got done, they were separated by about 10 feet. She started peeping out a distress call. As soon as I got her to the older one, she started the happy peeping again. So.. they should be fine. I'm more worried about cats, dogs, and hawks for my little fuzzy butts

 

I expect because they're older, they may split up a bit more & look around better. I started taking mine out on nice days when they were only a couple days old, letting them scratch & run. Now they're 2wks & band together very well. My tractor is up now (they're trying hard to fly & they're quite good at it already!) so I take em out & leave in the tractor in the evenings to play & they wear themselves out after a few hours, once they see me coming for them they come running (not sure WHY cuz they all want to peck me lol). So I can't see that they'd just take off, especially if you go sit out there with them.

 

I plan on letting mine out tomorrow for the first time. They vary in age from 3 weeks to probably 6. Plan on putting them in an old grass rabbit run that hasn't been used in two years. I like the idea of keeping them fenced in at first.