How long have they been in the coop and pen? What do they do at night, do they go into the coop or try to sleep in the pen? How old are they?
Personally I'd keep them penned in the coop and/or pen for at lest a week to make sure they know where home is. If they are going to bed in the coop instead of in the pen after that I'd let them roam, they should return to the coop at night on their own. If they are not sleeping in the coop section I'd keep putting them inside at night until they learn to. Age might influence my decisions if they are young.
Again, how old are they? Chickens are not water animals but especially if it is very hot they may wade in the shallows to cool off a bit. I don't know how violent that waterfall is or how swift the stream's current is but after they are fully feathered I would not be concerned.