Hello and Welcome To BYC! You do not want them to sleep in their nest boxes, chickens poop while they sleep and will make a mess of the nests. You'll want to set up some roosting poles, make them higher than the nest boxes, stagger them or make a ladder so they can get to them easily, and there should be about 1 foot of pole for every standard chicken, a lot of people just use 2x4's wide side up. You may need to put the chickens up on the roosts a few times to get them used to it. You might also like to check out the BYC Learning Center, lots of good articles on all aspects of chicken keeping. https://www.backyardchickens.com/atype/1/Learning_Center
Good luck with your poultry raising adventures, and I hope you find everything you need to know. Don't forget to take a look at BYC's very useful learning center (If you haven't already)! The learning center as well as the forum should answer your questions! Glad to have you here! See you around with the flock. It is best that they sleep on their roost so that they don't poop in the boxes.
Yes, you need to close off the nest boxes for now until they are laying. Place them up on the roost bars at dusk and or dark. They will usually stay there if it is dark. After a couple nights of doing this, they will get the hang of roosting. I like to start my babies in the brooder with roost bars to teach them early. Makes for easy transition to the coop.
Good luck with your babies. They will get the hang of it eventually.