Like... With a leash? No. My cats Dean and Sam go out and explore on their own. They're brothers and get along really well. Most of the times, they explore together.
When they see me outside, they follow me around the neighborhood very closely. Dean usually walks right next to me, like a dog. He feels safe as long as I'm near him, which sometimes causes him to follow me to the grocery store, where I can't take him with me. So on more than one occassion, I had to pick him up and bring him back home, because I'm not sure if he'd wait outside, lol.