Welcome to the forums!
You have certainly come to the right place as you will find all you need to know on budgie care here.
If you are relatively new to budgies, the information on the several articles and sticky threads located at the top part of each section of the forums will be extremely useful as you become more familiar with the species.
I hope by now your budgies are safely inside their cages.
You could have also made use of one of the perches from the cage and slowly approaching each of your budgies to see if they would step onto the perch (some budgies can automatically do so).
If so, then you could slowly and carefully lead them into the cage while they remain on the perch.
Another way is to use a very light cloth to catch your budgies.
Given the ordeal on their first day home, it would be best to cover your budgies' cage on 3 sides and having some background noise/music in order to help your budgies in settling in and feeling more comfortable.
The information on this link may be of use: https://talkbudgies.com/new-budgie-ar...rd-scared.html
Also be sure to check the info at the Taming and Bonding section of Talk Budgies.
Best of luck with your new budgie friends!