No, as you say, you are very new to the bird world. And then it's very good that you actually take the time to ask questions and learn.

But many who are new to birds think that a bird - whether it be a parrot they bought or a crow they stole from a nest - will follow them wherever they go and always come back home.
That's not how it works, I'm afraid, the bird will disappear.
BUT, for someone like you who doesn't like cages and thinks birds should be free (I'm 100% with you there), there is one option, which is free flight. Not all birds can do this, and not all people should do this, but some people train their birds for a long time, and can then let the birds fly, under supervision, outside.
But I don't think even the most experienced free flyer would ever consider having the bird outside all the time, just so you know.
One of the "requirements" I had for myself before I got my macaw, was that I will try to free fly him. If I never succeed in training him so much that I can trust him to come back outside, then at least I will let him "free fly" inside from time to time, like in a gymnastics hall. (I sometimes go to schools to teach them about birds, and I think I could "borrow" their halls a little...

)
But it takes years of training for you and the bird. I will probably not dare do it in the open until I am basically a professional bird handler.
Now, if you're interested in this, you have to keep in mind that not every bird species is suited for this. I would never do it with Saga, a small Meyers parrot, because they are rather skittish and easily spooked, and would also easily become a meal to a hawk.
A macaw though, is larger than most hawks we have here at least.

Amazons are bigger and often more confident than smaller birds like Poicephalus or conures, but still - they are green. Hard to spot high up in a tree.

They say the best birds to free fly are cockatoos and macaws. Or, a large, colorful, loud bird. (Like a Scarlet macaw, which I have.

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Chris Biro is quite a known name among free-flyers, and he has a few videos on YouTube worth checking out:
http://www.youtube.com/watch?v=ZVPqZtOWuwY