To clarify, they need to be coop trained.
After keeping them inside the coop for two weeks, you can leave them out into a covered pen (but not to free range).
You will want to start for short periods at first, just before dusk then herd them back into the coop before dark. You will do that for four weeks making the time they are outside longer each day, until the day you leave the door to the run open. Then you still may have to help them find the door to get back in at night for several weeks.
Otherwise they will roost in a tree overnight and predators and such may take them.