You need to slowly get them used to it. If you have a garage or backyard, just take them out there first. They will probably just want to hide in a corner for a bit but just sit with them for a long while and they will eventually want to explore a bit. Give them treats when they do. Also playing with a toy will also make them more comfortable.

Gradually you can work them up to the park. Lastly, make sure you get an appropriate leash like the picture and not a dog style one (cats heads are liquid).