My experience has been around 4 to 6 weeks of age....although they will begin to practice on small sticks if appropriately placed at younger ages....so if you are artificially brooding them, around 3 weeks of age you should put in a small pole that is fairly low to the floor for practice. (They are pretty funny until they get the hang of it.)
The hen will teach them to roost just before she fledges them. It is often a sign that she is about to cut the apron strings.
And then some of them just never know when to let go....