Yup, lock them in the coop for several days. I followed the recommendation of others here and locked my first set of chickens in the coop for 7 days to be sure. I free range (no run, no fence of any kind, secure coop at night) so I really needed to have them return to the coop at night so I can lock them in safely at night. I have a pretty large coop (14' x 20' walk in coop) so locking them in that long, they still had plenty of space.
But... since doing this, I've never had a problem ever. They all go in faithfully every night. I've since had broody hens raise 4 batches of baby chicks and the babies all have grown up knowing the coop is where they go at night.
Hope this helps,
Guppy