If they're an indoor cat, buy a cat harness and take them on a walk. Preferably one with a long leash.
Do not try to walk them like a dog; that will never work.
Cats are fiercely independent; try to force them in a particular direction and they'll protest. Let them lead the way.
If they try to go somewhere dangerous, simply stand in place and do not allow them to progress any further. Do not tug, they will eventually get the message on their own.
Be prepared to spend a half hour minimum outside, ideally an hour or more. Cats like to take their time on a walk.