First, make a pen with good view of the place. A dog kennel will be ok. If you make something that is temporary, put it right where you want them to roost.. if you are wanting them to go back in a coop for nights then put them in there.
Second, KEEP THEM LOCKED UP for as long as you can. One month at the very minimum for younger birds and 3 months for older ones. Longer than that will be better. Again, it is important they be actually able to see out(sorry, a window in a shed or barn will not do. Unless an open view run with wire sides/top is attached on the outside for them to venture out in). In mild climates, a pen with a solid roof and wire on all sides is the very best. This is what I do with mine. If not mild, a shelter with an attached open view run is the best. The run absolutely has to be covered- peafowl are most excellent jumpers and flyers. A 6 foot fence will not stop a peafowl with clipped wings at all.
Third, do not shove/chase them out on their first days free. Lock up or tie up the dogs and keep kids indoors. Despite being there for a long while, they very typically are very nervous yet very curious about checking out the yard and things. Do not let anything or anyone chase or scare them during this period. The main reason is during this period, they often "freeze" on the spot and if pressed, they will jump straight up and start flying.. the problem is, they are both nervous and very unfamiliar with the area so they just get too scared to land so they often simply keep flying until either they crash land into a tree or a building or out of exhaustion quite a good distance from house(and become permanently lost this way). If they land in a tree, very often they will not come down that day or next day but they eventually will. Quite nerve wracking though.
Once they have settled in and then after having familiarized with your yard, then they will be fine.. won't matter much if they are frightened into flying- by then they will know where to go and also know where home is anyways and come back eventually.
For total free range, it is best to get as many birds as you can.. something like 2 males and 3 females at the least is very good. They are very social birds and are very highly attracted to sounds of other peafowl.. which comes to another advise- let only one or two birds out at once.. keep the other birds confined and they will act as "call backs" for the newly loose birds. The other reason is, if you happen to lose one bird, it wont be a catastrophe if there were still several others.. if there was just a pair then that is a true loss and you will have to go around to getting another bird..
Younger birds accept new homes much easier and faster than older birds, especially old birds who have been in pens their entire lives. Birds under a year old are the easiest ones hands down, but these have the "con" of having to wait 3 years for the males to fully feather out.