Roxsanna Ryan said the family hoped to get a feel for the support of the people in Plains, a town in northwestern Montana's sparsely populated Sanders County.
"We don't want to put them in a situation where they feel intimidated," she said.
She added that she hoped for support from Sanders County Sheriff Tom Rummel.
Rummel said in a post on his department's Facebook page that the FBI notified him of a warrant for Ryan's arrest a week ago, and that he has "been in contact with the Ryan family and the FBI in order to work out a peaceful resolution to this situation."
"From the start of this, it has been my intention to make sure that Jake Ryan's safety and rights are provided for," he wrote.
Rummel said he had no evidence to suggest Ryan is in Sanders County. The sheriff said he had received more than 400 emails and 100 phone messages related to Ryan as of Monday afternoon.
A poster on the Bundy Ranch Facebook page associated with the 2014 southeastern Nevada standoff that resulted in 19 indictments wrote Saturday that "Rummel has held off the arrest for nearly a week because his conscience is bothered, but so far he is not ready to stand up fully to these thugs. Locals are also trying to gather a town hall."
Ryan is charged with conspiracy to impede officers of the United States, possession of firearms and dangerous weapons in federal facilities, and depredation of government property.
In the latter charge, he and Sean Anderson are accused of using heavy equipment to cause more than $1,000 worth of damage on an archaeological site "considered sacred to the Burns Paiute Tribe."
Utahns Dylan Wade Anderson, of Provo, Wesley Kjar, of Manti, and Shawna Cox, of Kanab, are also among the indicted.
Finicum's Kanab funeral drew supporters from all over the West including Nevada rancher Cliven Bundy, owner of the Bundy Ranch and father of Oregon indictees Ammon and Ryan Bundy.