Fastest into ground is always best. Plants didn't evolve in packaging.

If the Iris comes from a bulb, you'll need to keep watch for the leaves showing above ground and move it to the light pretty smartly.

If it is one of the rhizome gang then keep it in good light, once you've potted it up, so the young leaves stay healthy. Make sure the plant 'just fits' the pot rather than using a big pot and lots of media.

Because the roots haven't had time to get established, water VERY carefully. Over winter, unless you have the plants in a greenhouse or warmer environment, they use very little water and it can be too easy to 'drown' them or cause to rot.

Be sure to plant just to the previous soil line so the crowns don't rot.