I suppose the best thing would be to start with the backyard then slowly work your way up at their pace (maybe just an open front door if you don't have a yard). Cat's are liquid and one of the best examples of that is how hard it is to keep them in any sort of harness. I took my cat out for a walk once with my dogs and he managed to slip out of his harness; I had to chase him for about a block before I managed to corner him in someones driveway. I'm lucky I'm pretty fit else he would've been gone.

... I do recall there was someone in ...Texas I think? ...that made harness' specifically for cats. Something about avoiding a nerve centre on their back that basically makes them go limp if something pushes against it.