They like to stay under cover of trees, houses, porches, etc. and keep familiar territory in view. At dusk, every night and I mean every night they will troop back into the coop. Chickens do everything naturally, kind of pre-programmed and you can't "train" a chicken to do anything.
I train them to do all sorts of stuff, including coming to specific names. Others do better with clickers. They learn and do so pretty quick. Some like games and red jungle fowl are impressive in what they can learn when it comes to getting more food.