When you get new chickens that you intend to allow to free range, it's a good idea to keep them in the coop for at least a week. This helps them to establish the coop as their new home so that they know to return to it at night.
We have a few things to do before we can let them free range all day, namely fence the garden. We will putting up something basic as they don't need much to keep them out (or so we hope!). The last two evenings we have been letting them out after dinner to peck around and start to learn their surroundings.
They did alright and thoroughly enjoyed their dust bath. Their fun ended when they tried to eat the sunflower seeds out of the row before I got them covered!