You can't track your dogs if they leave the range, but you have some other options to prevent this from happening or even guide you towards them after they got lost.

Prevent your dog from leaving the range
You can prevent your dog from running away by setting up Geo-fences: If they leave that area, you'll be immediately notified and will still have a reasonable distance to go to their position before they leave the range!
Find your dog after they've left the range
However, if they have left the range and you lose connection with them, this is what you can do:
  • Check their last known position in the map using the History screen, so you can go in their direction.
Please note that, if they re-enter the range, they'll immediately re-appear in the map!