I don't know a good way to describe it or anything specific to look for. It means they are fully covered with feathers. With most chickens that is somewhere around 4 to 5 weeks old. I've never waited more than five weeks old to turn the heat lamp off. When they have their wings down, those bald areas will be covered, but I can understand the concern.
My 3' x 5' brooder is in the coop. It is mostly wire, but with a draft guard to keep the wind off the chicks, and has tremendously good ventilation. I keep one area of the brooder fairly warm, starting about 90 to 95 degrees Fahrenheit and raise the light as they grow. This past spring when I put one day old chicks in the brooder, the far corner of the brooder was 70 degrees during the day. I have no idea how cool that corner actually got at night. The chicks spent the first two days mostly under the heat lamp, but by the third day they were playing all over the brooder. When they got cold, they would go back to the heat. A lot of people would be amazed at how long it took for some three day old chicks to get cold enough to go back to the heat.
With my set-up, mine get used to the weather pretty quickly but with a safety net. I don't know what your conditions and circumstances are so it is a little hard to offer specific advice. I suggest getting them used to colder weather for a week or so if they are not already and you really do have cold weather. Then, if you have a draft-proof coop and decent ventilation, move them permanently outside. Depending on their age and your conditions, they may be able to go permanently outside now.
Again depending on their age, expect them to sleep in a pile on the floor. My brooder raised chicks usually do not try to roost overnight on the roosts until they are around 10 to 12 weeks old. They are not cold, they just get a lot of spiritual comfort sleeping in a pile. My broody raised chicks often start roosting at about 5 weeks with Mama, but the brooder raised are not in a hurry.
Hope this helps a bit. Good luck!