What does "the finest slaves had taken to their heels" mean

They ran away.

Explanation:

Read:

"Sometimes the masters thought they had heard the cry of a hoot owl, repeated, and would remember having though that the intervals between the low moaning cry were wrong, that it had been repeated four times in succession instead of three. There was never anything more than that to suggest that all was not well in the quarter. Yet when morning came, they invariably discovered that a group of the finest slaves had taken to their heels.

Unfortunately, the discovery was almost always made on a Sunday. Thus a whole day was lost before the machinery of pursuit could be set in motion. The posters offering rewards for the fugitives could not be printed until Monday. The men who made a living hunting for runaway slaves were out of reach, off in the woods with their dogs and their guns, in pursuit of four-footed game, or they were in camp meetings saying their prayers with their wives and families beside them."