I would say it depends on how old your chicks are, how feathered they are, and the weather where you live.  I waited until mine were about 6 weeks, fully feathered and stuck them out there.  The only reason I did that is because the weather her has been kind of weird with cool nights and hot days.  I kept mine locked in the actual coop for about a week, just placed them in there one day and kept them shut in.  After a week I opened the pop door to let them into their run and every night at 8 I go out to close the door and lock them in for good for the night, so far I have had no issues with having to chase chickens in.  I have heard however that you can just keep them locked in the coop for as few as 3 days.