Put them in a penned area, because if they get spooked, they can run really fast. Chasing chicks outdoors is not very fun after the first minute.
Understand that when they FIRST get outside, they will probably stand stock still for several minutes before a brave chick will move forward and/or start to peck at the ground.
DO NOT LEAVE THEM UNSUPERVISED, and if possible, keep them in a covered run or pen! Chicks can draw flying predators suprisingly quickly. You don't want to have a hawk you never knew lived around you swoop down and pick one off.
But enjoy the experience, because because watching them at play and doing chicken-y things is delightful. Just don't overdo it - they're little, they're babies, and they tire easily.