Ditto what Judy said.
Michele, I wouldn't use the word "scold" in any case, not in dog training - I know it's tempting sometimes though
According to Ed, the only time you would not correct the dog for not coming is if he doesn't know what "come" means yet.
In that case, you lure him in with treats or toys and maybe help reel him in with a leash (or gentle little pops on the leash to get his attention).
If you're dealing with an older pup that knows the meaning of "come", then you would correct him for ignoring you.
By the way, this will only work if you have the dog under control (LONG LINE or E-COLLAR) at all times!! No dog that's unreliable on the come should ever just be loose where it can choose to ignore you.
If the dog does get loose, DON'T give him the come command. You'd just be teaching him that it's ok to ignore it.
Find a way to catch the dog or to lure him in without giving any obedience commands if he's loose.
As for correcting a pup who knows the command, Ed shows a technique in his obedience DVD where you say "come" and immediately give a pop on the leash.
If you do this often enough, the dog doesn't "think" about the command, it just hears "come" and automatically jumps to it.
For a mature dog that willfully decides to ignore the come (not a young puppy who's just in over its head in distractions), the correction should be very hard for not coming.
Again, this is all from Ed: the dog should be on a prong and long line. When the dog runs off ignoring your come command, you get a hold of the leash and give one HARD jerk after another on it all the way back to where you were
when you first gave the command.
These should be real corrections, where you really get your point across to the dog - by the time you get him back to the original spot, he'll probably be upset. That's when you load on the praise.
This can only work through consistency though. You MUST correct the dog every single time he ignores the come command. Give a little pop on the leash about half a second after giving the "come" command, and if that goes ignored... well, it's time to bring on the heavy corrections.
You repeat COME, COME, COME while giving quick strong jerks on the leash, until the dog is all the way back to you.
As for when to go from the reminder pops for a puppy to the strong corrections, that's up to you. Make sure the dog really
really knows the command by starting your training in a quiet distraction-free area... they require a lot of repetitions before the training really sinks into their brains
Sometimes a pup or dog may appear to have grasped a command after just a few repetitions, but this is usually not the case... don't be too quick to assume that the dog understands the command (this usually takes at least 20-30 repetitions on a number of days, with perfectly timed praise each time the command is executed).