The bridge over the River Stour isn’t far from the house and once past this you can enter the grounds of Bryanston School for a looped walk or an extended hike which will bring you back to Blandford via the village of Durweston and the Trailway.
To get to the grounds, turn right and the roundabout just after the bridge over the River Stour. Take the first right onto the track which splits a short distance later; the left route takes you along the higher route of The Cliff and the right follows the river. Both tracks lead to the church from where you can return on the other track if you chose.
To extend this walk, the Dorset Magazine website has a useful route description for a 6.5 mile walk, see this link.