I do, even in cooler months.
I don't know what your coop looks like or how big it is. As long as you can keep one area warm enough with your heat source, you can let the rest cool down as it will. They will find their own comfort zone.
My brooder is 3' x 6' and in the coop. They normally spend the first two or three days pretty near the heat source, but after that they roam all over. They do sleep pretty near the heat source. You may want to section off an area near the heat source depending on how big your coop is, maybe with cardboard, for a few days to keep them near the heat, but certainly less than a week. Give them enough room to get away from the heat if they are too hot.
The coop does need to be draft-proof. They need to stay out of the wind.
I would probably leave them locked in the coop without access to the outside for maybe 4 weeks. By then they should pretty much be feathered out and able to handle the outside.