You put them out before they hatch. In my neck of the woods, the males come out in early April followed by the females about two weeks later.
Those cocoons are going to hatch on their own schedule. Although you can accelarte that with warmth or delay it by cold storeage. I doubt either of those are appropriate but then again I don't know anything about your location or climate.
In general they can deal with being outdoors over the winter and hatch when the conditions are right. Unless you live in an unsuitable climate. The last thing you want is for them to hatch indoors, that's likely a deatch sentence.
I recommend keeping them outside protected from rain and exposed to morning sunshine. They will hatch when the time is right. They are able to forage on dandelions and other early blooming plants, even if you don't notice them. It is completely possible however that they will leave the area if there isn't any forage. The best thing you can do to keep them around is provide nesting locations.
Where I live the stone fruits bloom before the female mason bees are out. Maybe the later cherries are OK. But they're mostly useful for the apples and late-blooming berries.

I ordered 20 hornfaced mason bees 2 weeks ago along with a house for them. I supplied mud, nesting sites and a bunch of blue berry flowers for them. Despite all of this none have made a home in my yard? I'm thinking about ordering some more cocoons to try again but I just don't know if it will work. I'm in south Houston so maybe my location has something to do with it. My early blues start flowering here in early to mid feb while the later start at the end of feb. Most of them are just about done and the Rabbiteyes are starting to come on strong. I set out my cocoons the last week of Feb. So I don't know man, maybe they don't like blueberries????

Great and timely question. I was looking on the internet today to find houses for Mason bees. The darn things are expensive. Are there any priced below $30.00 that work well? If so where can I purchase two. Many thanks, Mrs. G

Blueboy, did the cocoons hatch? If they did you would likely have seen some of the male bees hanging around waiting for the females to come out. If there were blueberry blossoms available, I don't see why they would leave.

I only saw one male bee working a flower and never saw any hanging around nesting site. I don't know what I did wrong? I'm going to order some more and give it one last try.

The bees mostly respond to the same triggers as the trees, although sometimes they hatch a little bit earlier than the trees flower. I always have hundreds of them swarming around. It doesn't really pay to worry about when to set them out.

I went to a Raintree Nursery class Saturday and one segment was about Mason Bees.
The guy said it's available to cut open a tube and see if the bees are maturing.
The males hang around and mate immediately with the females and it's the females that do most of the work and flower visiting. Brady

Interesting thank you!
So am I hearing that right- they can be put out anytime, and they will leave the cocoon basically when it's time to work?