The only time I have ever had to get up during the night because I heard the chickens upset about something and it turned out there was an owl on the clothesline which is right in front of the coop.
It can be a steep learning curve. You can keep them shut in the coop for a couple of days and see if that encourages them to go back in at night. Or just keep putting them back in and eventually they will get the picture. I think some people put lights in their coop as well?