Hi Chicken feeder,
How old are they? It's probably easiest to train them when they are young, but you will just have to try starting now. I would do as Buddy suggests and work with them every day. If you are putting them out in the field, put them on a collar and lead to walk out instead of just letting them run. Once they are used to collar and lead- take them for walks, just up and down your drive or something. If you have time in the daylight, try and do it with each one on their own, so they get used to being walked away from their friends. That can be one of the hardest things, nubians get very attached to the other goats they live with, and they can get really upset if taken away. We have 3 nubian goatlings, that are 18 months old, and they don't like being separated, and they have used to getting separated as some of them might go to a show, but not all of them.
Beth