I don't know what your coop or run look like or their size, so I'll be generic. You can approach it two ways assuming the coop facilities are big enough and ventilation adequate.
You can leave them locked in the coop only for a week or so to try to teach them that is a good place to sleep. Sometimes that works for me, sometimes it doesn't. I think what the coop looks like plays into that. If they go back into the coop to sleep at night for three or four nights consecutively after you let them into the run section, good. I'd feel safe letting them out to free range. If they don't go back in the coop to sleep on their own, after dark lock them in the coop to sleep. Do that every night until they get the message. Then after you are comfortable they will put themselves to sleep in the coop every night let them free range.
The other option is to just put them in the coop and run both to start with. See where they put themselves to bed. If it is consistently in the coop, good. If not, move them in every night after dark until they get the message. Then proceed as above.