The survivors at the quarry hear Rick on the radio in episode 1x01 "Days Gone Bye". Lori and Shane have sex in the woods and Dale picks up another radio call in episode 1x02 "Guts". Rick arrives with the new group of survivors and reunites with his family in episode 1x03 "Tell It to the Frogs". Appears in 2 more episodes.
Source: The Walking Dead Map
Source: IMDb
The police search the quarry for signs of Will Byers in episode 1x02 "Chapter Two: The Weirdo on Maple Street". The gang follows the police to the quarry where they have found Will's body in episode 1x03 "Chapter Three: Holly, Jolly". Dustin and Mike are chased to the quarry by a group of bullies who almost kill Mike before he is saved by the sudden appearance of El in episode 1x06 "Chapter Six: The Monster".
Source: IMDb