On arrival, unpack your new garden additions, and, if needed, give a light watering. Your plants are containerised and established, so you can get planting, as long as the ground is not waterlogged or frozen (in these situations, keep your plants in a sheltered position while you wait). For the first year, keep an eye on moisture availability, while roots settle into their new home.
For herbaceous perennials, dig a hole, allowing 2 inches either side of the pot width. Try and ensure you plant your new arrival at the same level in the ground as it had been sitting at in its pot.