Well you just build or buy a run...some people use dog kennels or chain link...some people use hardware cloth...you have to either dig the fence line as a trench and fill with cement, or bury a foot or so of the fencing material under the ground to keep things from digging under the fencing...
I don't use runs all my chickens are 100% free range..they come into the coop at night, and I go shut the door then in the morning I open it up again...
So far no losses..
I count myself totally lucky, and that is all it has been...We lucked out when we got this property..there was already a really large 2 story building on the property, it's 18x20 or 22 feet...and we made the whole upper level into the chicken coop...once i pull the ramp in no night time creatures can possibly get into the coop...the ramp lets the chickens out right onto a bank that is heavily wooded and shrubbed...so my chickens go out in the day into the woods and the safety from hawks that cover provides, and at night they are safe from ground creatures...
All the dogs in the neighborhood are used to chickens so no issue there.
Here is my only issue...we do have hawks I can hear them making that Shweee sound and see them flying over our field...the field I was super hoping my chickens would de spider for us, but they never ever set foot in the field. Perhaps I will leave my gardening spot, and plant a number of trees and shrubs all about the field down there so the chickens can peruse the area in relative safety.
Blah blah blah I'm apparently feeling chatty today, Now to get back on track...
Your first step would be to figure out how much run you can afford to buy, or build...It's easy to build you need some posts and you basically just frame it up, bury your posts with cement or just packing the ground super super hard, and then you string the hardware cloth along the posts and under the ground...Either way you want the run as large as you can get it...the larger it is the happier the chickens will be...You can also add to the run as you go which is what i think alot of people do...
Anyway so figure out the amount of space you need and what you can afford to do and then just attach it all together so that when the chickens leave the coop they are set out into your run...You would still probably want to close their coop at night and reopen in the morning just in the event that a nocturnal creeper does break through your defenses it still won't be in with the chickens...