Hi Germanchicken, if you post a photo we might be able to suggest how old they are (depending on breed etc).
Meanwhile they can go into a shed at any age as long as it's draught-free and they have a heat source keeping the temperature right for their age. If the shed is breezy or the temperatures really crash at night, depending on the age of the chicks this may be a bad idea. Also very young chicks may be taken by rats if there's no wire mesh protecting them and they're outdoors.
As for heat source, there are some chick raising details elsewhere so you can get the temperature right, or you can simply observe them: when they huddle tightly together the heat isn't enough and you need a stronger heat source; when they go to the edges of the brooder away from the lamp it's way too hot and you need to keep adjusting until they seem comfortable. Cold chicks chirrup loudly (hard to mistake) and when too lot they may also chirp as well as gasp and pant, or hold their wings out (be very careful not to let it get that hot).
An open-sided outdoor coop is probably best left until they've got feathers over their entire wings, backs, tails and mostly under the body as well. And even then you need to watch for severely cold weather.
Sorry this is such a long answer, and I bet I forgot something important, but I just wanted to do a quick roundup so you can see there are a lot of variables.