How old are your chicks? That's the first criteria. They should be no younger than five-weeks and fully feathered, but a 'panic room" is an almost necessity for them to retreat to for safety.
Have they been introduced to the adult flock yet? This is a very important step. Many of us let our young chicks spend some part of the day, when the weather is mild, out in the run in a "playpen", protected from the older chickens. This way everyone gets to know each other in perfect safety.
Around four weeks, you can open 5"x7" portals in the playpen so the chicks can explore the main run. It's very important that you make sure there are no dead ends or corners where a chick can get trapped and not be able to run away from a big hen. They learn quickly to scoot back into their playpen/panic room for safety.
Putting them in the coop with the adults is a pretty stressful operation, but you can pull it off when the chicks are between six and eight weeks old. It amounts to placing them in the coop as soon as all the hens have finished laying for the day.
If you decide to merge chicks of this age, it's critical to have a "panic room" for them to retreat to in the run. You can create this panic room out of any corner of the run, but to try to merge smaller chicks without it would be very risky.