If they were going to be vaccinated, the best time would probably have been within the first 24hrs of hatching. I believe some hatcheries offer it as an optional extra. I would say however that most back yard chicken keepers probably don't vaccinate their birds. I certainly don't and I free range my flock in a rural village.
I have suffered an outbreak of Marek's which is a heart breaking disease for which there is no treatment. It is a very widespread and easily contracted disease and can decimate a young flock but I was fortunate to get a relatively mild strain in my flock and I only lost a few birds to it. The vaccine for Marek's is best administered in vitro or within 24 hrs of hatch. I think I've read that you can get them vaccinated for coccidiosis and fowl pox too. Coccidiosis can kill but unlike Marek's, there is an effective treatment for it. Fowl pox is more prevalent in warmer climates, so it depends where you live.
If I was in your position, I wouldn't worry too much about vaccination now, but if you are looking to get more chicks in the future, then it may be worth investing in the hatchery's vaccination option next time.
Taking them to the vets for vaccination now is going to be very expensive and probably less effective, as they may already have .been exposed. Being vigilant for signs of coccidiosis and maybe having treatment (Corid) on hand for it, is probably a much wiser use of your time and money.
Regards
Barbara