Do you have a nest box for them? Even a cardboard box with hay will do. If you can, try to find something that looks like an egg to put in the nest box -- golf ball, plastic easter egg, etc. Keep their stress level down by letting them acclimate to their new surroundings without too much interference from you and family. It can take weeks for them to start, but it might also be just a few days. It also, depends on the breed and age of chicken. Some breeds slow down dramatically as it gets colder. Some breeds lay fewer eggs than others. Older hens tend to lay less frequently than when they were young. The amount of light they receive is important, too. Are they getting enought light in the coop?
The young Mille Fleur leghorn I bought recently took 2 days to start laying. I left her alone except to feed her.
Good luck.
Dale-Ann