About six months ago my wife and I moved from an apartment to a house with our four cats. Like you, I had no idea how they would take it. I was expecting them to run around like mad when they first got to the house, however, all four of them found some small nook and hid in it – terrified. It was about a day before they started venturing out and exploring their new territory. Buy the end of the week they had pretty much adjusted to the house, though there were a few spraying incidents.
Unfortunately, two of my cats were mainly outdoor cats and after a few days they wanted back outside. However, I made it a point to keep them inside for two weeks before I tried to let them out. My cat, Jenkies, was not a problem. When I first let him out he walked around the house, then came back. Though the first few times I let him out were scary, he learned his way around very quickly. Yellikins, however, was a nightmare. He had adjusted the least of any of the cats and one night ran out the door when I was trying to let Jenkins in. I made the mistake of chasing after him, which only scared him away. Evenutally, around 4am I heard him whining in the night and had to coax him out of some bushes about four houses away. About a week later I tried putting him on walking leash, hoping to give him a layout of the yard, but he got away from me again, and it was three days before I found him again.
Needless to say, it was some time before I tried to let him out again. He probably would still be an indoor cat it he didn’t start going crazy at night and peeing on the windows. For about a month I would take him into the back yard, leaving the back door wide open, and sit down in a chair next to the door. Almost always, he would then freak out and run back into the house. In time he started exploring and now has adjusted to his new yard. However, I have found that the most important thing is, do not chase after the cat if he starts to venture away. This will only scare him off, and unless he is slower than you, he will leave the yard before he has gotten his bearings.
Well, excuse my rant. Good luck.