Much like how Thor's hammer goes to him no matter where he is, can GL call for their rings?
A Green Lantern can recall their rings from short distances, no more than twenty or thirty feet, even if it has been taken from them by subterfuge or force. However, unlike Mjolnir, a ring will not cross great distances to return to a ring-wielder, nor can a ring create a wormhole or cross dimensional barriers on its own.
Rings can, however, be programmed with instruction algorithms which could include a "program" to return to a location or perform a specific action under certain conditions.
Kyle Rayner preprogrammed his ring to seek him out and find him, should it ever be separated from him. Such programming was unique to Kyle Rayner's ring but likely could be replicated by other Green Lanterns who were willing to put in the time.
Rings ARE able to cross great distances and opening wormholes for one purpose: to find new ring-bearers in the event of the death of their primary user.