It does sometimes take some time before they have confidence to go in by themselves. I have a few questions for you though. Are there other hens already living in the coop? If so, the chicks might be bullied by the older hens, or otherwise feel too intimidated to go in. Did you lock them in the coop for a few days when you first put them in there, so they would learn it is home? That often helps a lot. If you put them in and keep the chicken door closed for the first few days and then open it, they probably won't rush out. Instead they will peer out, walk a few steps out, turn and go back in, go a little further, go back.....etc.
Another thing that might inhibit their returning to the coop is the amount of light. Chickens don't have very good night vision. Like, REALLY poor night vision. So when the light starts to fade, they can't see, and don't want to go into a coop that is dark, and especially don't want to try to jump up onto a roost they can't see. If you can put a little night light in the coop - one of those battery operated ones if you don't have power to the coop - you might find they are a lot more willing to enter on their own.
