Welcome to the forums and congrats on your new budgies!
There are a few things you can do to make your budgies feel safer and comfortable as they settle in to their new environment. Covering the cage on three sides with a light blanket/cloth leaving the front part uncovered will help your budgies feel more secure. Budgies love background noise, so leaving the TV or radio on will make them feel more at ease and will also encourage them to let out a few chirps.
Since they are so scared, it will be best to not let them out or start a more hands on approach as far a taming goes for at least two weeks. They also need time to acclimate to the room they are in and it's also best to let them out after they have mastered the step up command, so that you are able to easily take them out and put them back in the cage.
For the first couple of weeks, just sit close to their cage and talk or read in a calm and reassuring way, so that they get more used to you and your voice.
Food and water needs to be changed and refilled daily so when approaching the cage, try to do so in slow motion and avoid sudden movements with your arms/hands.
When you see them getting more curious and receptive to you, you can then proceed by slowly placing your hand inside the cage, offering them a little treat for them to eat and teach them to step up.
You will find all the info and tips on how to tame your budgies at the Training and Bonding section of the forums.
Good luck and feel free to share some pics of your new little friends after they are perfectly settled in your home.