I've got a friend who has reliably trained several of her Siamese cats to walk on leash in the city over the years ... but ... it is a lot of work to get them to go along with the idea initially.
She currently has a Savannah who goes out on a leash at their farm - he'll take a runner otherwise.
You need to start the training inside the house. It could be months (or never) before any particular cat adjusts to walking on leash.
A former neighbour used to walk her rabbit on a leash. That always seemed horrible for both the human and the rabbit.
Mine love being in the park and travel pretty long distances. Viola gets sick of it before Sebastian so I have a sort of stroller thing (kind of like a suitcase with wheels that she can see out of) that she can get into if she wants to....she is generally out of it again before long. This also provides safety for them if an un-leashed dog or something dangerous comes along that they need protection from.
However, if cats don't like it it's not worth inflicting on them.
A collar is a recipe for disaster. They'll be out of it like a flash if they panic or resist you and likely get killed.
You need a really good harness.
You also need to think a lotnabout their safety. Unexpected things happen really fast.
I'd be starting in your garden.
One of mine walks almostlike a dog...except cats are there for THEIR stimulation and pleasure....I always stop when they want to explore something, watch birds, enjoy the sun etc. You aren't going to get your exercise this way.
You also need to be really sensitive to their feelings and what is fun for them.
I'd not consider walking more than one cat at a time until you and they are really experienced. You have to be aware of dangers to them.
By the way, advice I have accessed on the net says never to take them beyond your garden.....
I currently have Cornish Rex.....have previously walked Siamese. I agree with the people who say that some breeds seem to take to it more than others.....it's no good in persisting in walking your cat if it hates it.
I carry mine safely in a mobile carrier until I get them to a place they will enjoy and where I can see any threats long before they are close to us.