Treat them just like the regular cast. Extras are likely there as a favor and probably will not benefit from being in the movie. Your behavior towards them should be appreciate and thankful.
Communicate thoroughly. They need to know what to do and when to do it. It would be a big shame if a perfectly acted take gets ruined because an extra did not know what to do. And, when that happens, it is the fault of the director.
Inform them to never look at the camera. It might seem obvious, but better safe than sorry.
Provide food. Food makes everyone more eager to show up.
Take down their contact information. That way they can constantly be in the loop about progress.
Have them sign an acting contract. By doing so, they assure you they are okay being shown on screen and will not sue.
Thank them for their participation in the film.