Most people definitely do not keep chicks inside, at least not in my experience. But I am from the deep south where it's warm most of the year (usually). There are essentially 5 stages for my birds:
1. from incubator to rest bin, which is a Rubbermaid bin with paper towels inside of a dog cage wrapped in poultry wire. It's outside but on our front porch, with a very close heat lamp. If you buy chicks from a store or shipped to you, skip this step. It's just for delicate little hatchlings to adjust.
2. From rest bin to brooder. I have a small coop we use for chicks that came from like a TSC. The top which is the "roost" is used as our brooder, and we wire it off so they can't go down the ramp to the bottom. They stay up here for 3-4 weeks when the weather is warm, with the light gradually moving away from them and panels open on the side to let light and breeze though.
3. From brooder top to chick condo bottom floor: this means they move from it the warmer top floor to the bottom, where it's half wrapped in Visquine and otherwise open air. This allows us to make sure they're adjusting to the outside temps and conditions okay, or if they need to stay up in the brooder for awhile. They are here until 5 weeks.
4. From condo to large coop, in a dog kennel. They're here for a week to reset their home status to the grownup coop.
5. Free range! At 6 weeks the dog kennel is removed and the chicks begin to free range with the adults. They'll go back with them at night to the grownup coop, which is good because by now their old condo is occupied with the next round of chicks.
If you live in cold temps or its winter months, I might delay each stage, especially the final two, a little longer until they were feathered out and okay to be more exposed. But where we live is so warm, that's often not needed unless it's December or January. And the numerous steps help us prevent rapid transitions, shock, illness, pecking, etc. Took us awhile to iron it out but it works great for us now!