Exciting getting new pigs 
Where are you getting them from? You can ask them where the pigs have been living (Outdoor/Indoor/Big Shed/ With or without other GPS. They'd be much snugglier in a group because they huddle up).
9 weeks is a nice age because they are a bit more mature. I've seen some leave home at 4 weeks which is early. (They can seperate from mum at 3-4 weeks if they are boars. Before they start looking at their mum/sisters in a shifty Oedipus fashion)
TBH I don't think you will want to leave your new furbabies out at night when you first get them, you'll all want to look at them and cuddle them 
Check what the temperature is overnight too in your part of the country. I've got lardy full grown boars in a playhouse (aka the Pighouse) so they are enclosed. At the moment the night temp is maybe 10c but they have deep litter hay in their haybox. I know it's cold when they cuddle up.
Once you've had them a few days you could put them out in the daytime to get used to their new home (now that the day temperatures are nice) and bring them in at evening for a cuddle.
Have you got an indoor cage too? You'll most probably need one for winter anyway. I bring the boys in for winter nights, they have a heater outside for daytime, but it got so cold last winter I wanted them inside to sleep.
They'll take a while to settle whatever you do, but they are naturally nosey animals so they'll explore.
Any changes to pellets, food, time you feed them needs to be gradual. They'll give you some food at changeover. You might continue with that or you can mix in some of yours to change it.
You can spend some guinea-cuddling time going through all the GP threads on here.
I think it'll be time to start a Keep GPs cool Summer Thread soon.
Oooh- boars or sows?