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.
You think that's crazy, try being in the same house as a cat when you're tripping on psychedelics. They know when you've entered their realm, and the cheeky little bastards like to take advantage of that fact.
I had this one cat that was a normal cat when I was sober, but liked to pop in and out of existence whenever I was on 25i/2c-e/LSD/etc. This one time I hear him meowing from across the house; I turn towards the sound, and suddenly he's rubbing against my legs and purring. Reach down to pet him and he's gone. It was some seriously freaky shit.