The majority of cages will not be big enough to allow your cockatiel ample room to fly and exercise effectively. You need to allow your cockatiel time when it can fly around a room so it gets enough exercise.
If you have never let your bird out into a room to fly before you should make sure that it is tame enough to stand on your finger before you do so. You don't want the cockatiel to associate coming out to fly with a stressful experience, so you and your bird should always be comfortable with one another before you attempt this.
Before you let a bird out to fly in a room you must go over the room to look for anything that could be harmful to your cockatiel. Cover up small holes and gaps in furniture, close the curtains as the cockatiel could fly towards the light, not realizing there is a window there. Remove any glasses, ashtrays, fans and anything else that could prove hazardous.
Get rid of anything toxic like poisonous plants such as daffodils, juniper, Christmas flower, sanseviera and any others you think could be poisonous, if you don't know, it's best to remove it from the room. Cockatiels will not recognize these are poisonous and will chew at them.
Once let out of the cage a cockatiel will normally fly to a place high up and observe, they like a vantage point higher than anyone else in the room. You should avoid feeding your bird when it is outside of the cage so it associates only feeding in its cage, this can work in your favour if the bird does not return to its cage when you want it to.
Leave the cage door open and in its own time the cockatiel should come back to its cage, to get food or drink for example. Do not attempt to catch the bird with your hands, you should be able to coax the cockatiel onto your finger and place them back into the cage.