I personally believe the best way to build up their immunity is through exposure. It's sort of the same idea behind giving chicks brooded indoors a plug of grass with roots and soil - you're exposing them to a bit of the outdoors early on so they'll hopefully build up immunity to anything...
Sooner is better than later IMO... if you're set up for it:
https://www.backyardchickens.com/articles/integrating-new-birds-at-4-weeks-old.72603/ My brooder setup and integration notes are the first link at the start of that article (as my set up is a little different).
Key things for me would...