They stay on constantly to maintain the correct temperatures for the first 3-6 weeks (depending on external weather temps.) Generally once the chicks are fully feathered in the body you can start to wean them off heat.
I used a heat lamp once and I started turning it off through the day once they reached 3 weeks.
I’d recommend taking a look at the (diy) Mama Heating Pad method, it’s cheaper, safer, more natural and less stressful.