I was told to leave them in no longer than two days because they would peck the Styrofoam box., I am not sure about that. or until dry like winklerfarms said, I try to wait until two chicks are dry so they are not alone .I preheat there new place using the thermometer from the incubator and try to get the heat the same temperature as the incubator then two by two they go in.
I must confess I take them out immediately. Then I put them in the brooder under the lamp so they can dry off and fluff out. Didn't cause any problems with my hatches.