Ridgerunner is right, if you leave them "cooped up" in the coop for a few days they get it pretty quick, make sure you have food, water, and good ventilation to the coop though, dont want any sick babies
Also I had some that STILL didnt catch on after locking them up so I used treats to trick them into running in, I put a 40 watt bulb in a heat light to make them go in there when its dark because they see the light. That worked on some of them and for the others I had to throw treats into the coop in the evenings, they would go to eat the bread or veggies and I would lock them in, they got the hint and just started running into the coop when they saw me headed out to lock them up lol. Now they are 10-14 weeks old and they all go into the coop by themselves but not until right at dark, its annoying because my other chickens are in bed 30 minutes before dusk so I have to go out twice to lock them up.