I have 10 Coturnix that are 4 weeks today. They did great in a little plastic sterilite brooder box I made for the first 2 weeks. By the end of about 2 weeks, yes they were punishing the box with crap and I was having to clean the box daily. I'm here in Fort Worth, Tx and the passed several weeks have been pretty much ideal weather and temp wise with the exception of some heavy rains. I started putting them outside in a little "tractor" on my lawn just after about 2 weeks when they were almost fully feathered. The first few days I put them out during the day in partial shade and temps were between about 80-90 degrees. They did fine and I would bring them in at night. By the end of week 3 they were pretty much fully feathered and I began leaving them out over night with a small heat lamp. The lamp attracted moths and June bugs which they soon discovered to be tasty treats! Unlike chickens, quail are active at night and they can begin getting a great protein source from bugs.
The great thing I've noticed is that, if they are uncomfortable, they show it very easily and you can make necessary adjustments to their environment.