It's an up-side-down box with a large doorway and some strips of wool or fleece attached and hanging down inside to sort of replicate a mother hen. The fabric touches the chicks and collects and distributes body heat and keep chicks nice and cozy. I'll see if I can find a good link later...
You want to get them acclimated to the outdoors asap. Have you let them free range in your yard to start building immunities and experience cooler temps?
You can put them to the coop at any age and any time of year with the proper setup, mainly having a heat source for very young chicks. I've...