You can't really train rabbits to the point where you can be completely sure they won't wonder off; even if Thumper never did wander off, there is always the risk of a cat or something else coming after him. So to be safe, he will need some kind of enclosure unless your yard/garden is extremely well fenced and you are able to watch him all the time. However there is no reason why that shouldn' t be as large as you have space for. If you get him a very large pen which is also portable, it can be moved to different places now and then, so he can get fresh grass and also try out a new place. Some people also let their rabbits run around inside the house now and then, for a change of scenery (they can be destructive though.)
Hi it's Pinky....HURRAY. I googled it, and it says you should put a fence around your property, and put food close to your home.... Maybe you should just let him have free range when you can keep a close watch on him...