How old are they? I introduced my poults to my chickens at about 5 weeks, once they had feathered out. I kept them in a separate pen, in the run for a week, then let them integrate. Check with your extension agent on blackhead.
Eventually you'll probably be able to, but not less than a week after bringing them home.
Mine free range now and stay close, but they spent several months in lock-up first. They were "homed" for 3 weeks the first time and then slowly given privileges. One at a time first, then two at a time. They did well to begin with, but about a week and a half in (so 4 1/2 weeks here altogether) on a two-at-a-time day they decided to go for a stroll across the countryside and I had to go chase them down and herd them home on the quad. After that they went into "permanent" lock-up and stayed there in a turkey tractor 24/7 for a few months before I got tired of moving the tractor and took my chances. I joke they stay now because they know when I let them out I was sick of them and didn't care if they took off.
ETA: Depending on what you have, IME, if you have a tom and a few hens you can let just the tom out and he will stay close or you can let all the hens out and they will stay close, but if you let out a combo of tom and hen(s) they will be more likely to range.
Yes, leave them penned up for at least 2 weeks or you may never see them again. They will range further than you chickens. Be sure the chickens can see them through the cage and let them get to know eachother through the wire so they are less likely to fight.