The other respondents have given you good advice. I'll just round it out with a little "chick psychology".
Chickens really dislike change, so getting them used to something new takes a while, and it's best not to try to rush things. If you do things by increments, starting out slow and increasing exposure to the "new thing", it's less stressful and the outcome is always better. This goes for chickens young and old.
Chicks are especially wary of anything new. This is a predator response. As CT pointed out, chicks may be quite suspicious of the great outdoors at first. Therefore, short exposures, increasing each day, is best.
I would start with short day trips to their run. Use a pet carrier and place the carrier in the run with the door open. Let the chicks take their time to come out and explore. They will go back inside the carrier when they've had enough, and "enough" may be a very short time. Don't be disappointed. They're getting the lay of the land.
Next day while your have them out, get some meal worms or some shredded cheese and teach them to come when you call them. Pick a container and a verbal cue you will use each time you do this. Chicks respond to this training incredibly fast.
I would not use any heat while you still have the chicks indoors or light at night. This will prolong their dependence on warm temps and light. They should be hardened against cool temps and dark at night. The day trips will accomplish this. After four or five days, they should be ready to move into the coop. No heat required.
Moving into the coop is another big change, and doing it in the morning and keeping them cooped up will allow them to get used to the coop all day before it goes dark on them. Since they've had no light at night, they should be okay being in the coop in the dark. If they object, chicks being like toddlers when it comes to believing there are monsters in the dark ready to swallow them, you can put a dim night light in the coop. This will also aid in teaching them to go into the coop at night over the next few days.