Start them out as you would chickens. Out for a stroll a couple hours before sundown, with someone around to monitor their whereabouts. As dusk approaches keep an eye on them as the first sign they are going to roost is their cocking their heads to one side and "sizing up" roosting locations (one's roof, for instance), at that point herd them back into run (helps to put out some treats in run beforehand). They are easy to herd back in if using a couple of long bamboo garden stakes held out to one's sides and then SLOWLY move them along.
If you have neighbors close enough for the turkeys to see, or a road nearby, then more monitoring than the "free range" might be worth, will probably be in order. We trained ours early on (return to run - into shed on their own) and it took about a month. If you have a well trained group, they'll train their poults to do the same. We have no interesting "humans" just down the road to wander off to investigate, and the road itself is quite a distance from their usual haunts (tend to forage around edges of woods and down by pond - have never wandered off to any great distance).
We do keep an eye out for ours, not because they'll run off, owing to high pred load in the area (don't want them to get scared, fly-off and get lost).
You could always leave one in the run, the others will tend to stick around outside the fence with their buddy.
