My gliders are babies, and I've seen them sit in the wheel and rock, but I don't think they know how to run in it. Is this something they'll pick up by themselves, or do I need to teach them somehow?

They'll get the idea pretty soon on their own. If you want to "help" them catch on, very SLOWLY roll the wheel while they're in it & make them walk as you rotate it. I'd dare to bet that within a week, you'll hear them pick up the pace.

My Keagan who is 6 wks OOP today has just started to run on the wheel last week! I thought it was mom, but realized after seeing her up near the food dish that it was the baby!
He will run it a little, get off, go back on lol it is comical, course when mom wants to run and he is on it the poor thing must get dizzy lol but he gets right back on with her soooooooo