Keep your doors locked, and install childproofing gates where necessary on porches and decks. Lock interior doors if you don't want the person wandering into your basement, or garage, etc. The problem with locks is that may inconvenience other family members and prevent escape in case of fire. Like a childproof bottlecap, these devices do not prevent mentally competent people from operating the door, but they usually deter those with Alzheimer's. Don't forget to secure your windows.
Determined wanderers can slip out that way.
Experiment with footwear. Some affected individuals wander only when wearing shoes. Keep them in slippers and they may stop. Otherwise people might think your loved one is drunk, drug-impaired, or crazy. You might also pin an ID card to the back of the person's clothing.