Depends on horse and time of day that it arrives. If morning I would put out if later in the day I would turn it out the following day , just better if they know where things are in the daylight. Also would try to fit in with what the new regime asap.
When I collected my boy a couple of years ago we got back to the yard at lunch time and I turned him straight out. All the other horses were out so it seemed the obvious thing to do - he was in a paddock by himself but could talk over the fence to the others. We kept him separate for a while until it became clear that the rest of the herd would accept him.
