Mine will start out tentative and will range short distances initially, every day they get a bit farther out until the reach the general limit of how far they will go out. So the first time they should stick close to the coop.
Mine have always returned to the coop. This year's batch was free ranging at 4 weeks. Sometimes younger ones can be goofy about going inside their coop. What I've noticed is they are outside a lot later than the adults and I think they wait so long that the inside of the coop is too dark for...