It depends on what kind of method you're wanting to use. If you're clicker training, you'll want to start with a simple target exercise to create the click-treat association.
I start by spending alot of time just with them loose in the paddock, you just have to be nice and soft when dealing with them, when they trust you they will start to follow you around the paddock and from there you can train then to do Liberty, this is what I've done with my horses and I've got one of them rearing on command, doing piaffe while I'm on the ground and jumping in a neck rope
and what kind of exercise can you practice so they trust you??
The easiest to do a follow up, so bringing your horse to follow you.
A good strong trusting bond with your horse, this should be the first step, once they trust you it will make everything else a whole lot easier