As a general rule I'd suggest locking birds in the coop for a few days at least, to home them to it but that's only safe to do if temperatures are moderate and there's enough space, ventilation and light. I see no ventilation or windows in the coop. Is there any we're not seeing? Chickens will not want to use a coop that's dark, stuffy, or poorly ventilated.
Before you got them, were the chickens given access to a coop or roosting area to know how to use one? Depending on the source they may not have ever had the opportunity to learn to roost.