Welcome to the forums and the ever exciting world of budgie ownership!
You have certainly come to the right place as you will find all you need to know on budgie care here.
Since you are very new to budgies, the information on the several articles and sticky threads at the top of each section of the forums will be extremely useful as you become more familiar with the species.
You need to take some steps back in your approach as you are going too fast and your budgies are scared.
Since your budgies have been recently purchased, it's best to give them some time for them to properly settle into their new environment and to give them the time to get used to your presence and for them to realize you are not a threat.
Please read the additional info on this link: https://talkbudgies.com/new-budgie-ar...rd-scared.html
You should give at the very least a couple of weeks for them to settle before starting actual training. For now you can cover their cage on 3 sides (leaving the front part uncovered) and leave some music on for your budgies.
This will help them out to be safer and increasingly more comfortable.
The background sound from the TV or radio can even encourage your budgies to sing.
Till your budgies get used to you, when tending to their needs (changing food/water and cleaning the cage), it's best to avoid sudden movements with your arms/hands and act as if you are in slow motion.
During this time, you can sit close to the cage and talk to them in a calm, positive, encouraging and reassuring way. This is how you establish the foundations of trust with your budgies and only when they show clear signs of receptiveness towards you (by coming closer to you while in the cage), can you proceed with the first real step in training.
For overall practical reasons and in order to limit the stress levels on your budgies, it would be best for them to master the step up command before you let them out the cage. By teaching your budgies to willingly step onto your finger while in the cage will make the whole process much easier when it comes to allowing your budgies to have out of cage time. You will be able to have them perched on your finger to facilitate getting them out and placing them cage on the cage.
As for the food, it's perfectly normal for new budgies to take a while to eat their food and they will do so when hungry, they don't need to come out of the cage to eat, the food should be in the cage at all times. Your budgies should always have a reliable food (and water) source on their cage. Soon enough and when they feel hungry, they will go to their food bowls and eat.
You can also attach a piece of spray millet onto the cage's bars and near one of your budgies' favourite perch to entice them to eat.
For all the information how how to train and form a long-lasting bond with your budgies, check the stickies at the top of the main page of this link: https://talkbudgies.com/290-taming-bonding/
Best of luck with everything and feel free to post some pictures of your new budgies when you have the time!