Mine do fair on a leash, but it ain't at my pace, we usually just walk around the house and sniff things. I just do it to acclimate them to the door, if they ever get out they could find the way back, in theory.
We also get the leash to go to the Vets' office, once there I take them out of the carrier and let them roam as I follow, but 2/3 are such bad chickens they usually end up trying to hide behind me. I figure it does help get them used to other people and the cats at the office.
So, keep a tight harness, and let them lead is all the experience I have.