I recommend providing natural day-night light patterns for chicks from the beginning. It helps their bodies become in tune with those patterns which directly affect all future body functions such as laying and molting. It's also less stressful than 24 hour light.
If you brood with a heat light, this requires blocking the light with a dark cloth between the light and the chicks at night. There are other ways to provide heat that doesn't involve artificial light, and I recommend those over heat lamps. They include ceramic heat emitters, heat plates, and heating pad caves.
Your chicks are probably ready to move into their coop. Turn off the heat lamp and see how they react. Chances are they no longer require heat. If they bunch together for warmth, then they still need it, but gradually raise the heat lamp, making it cooler each day, until they appear not to need it, then you will know it's time to move to the coop.
During this time, if you are still using the heat lamp, block it at night to make it as dark as possible. The chicks may complain at first, but they will adjust. Better for them to get used to night time now before moving into a strange new place.