Somewhere in the garden in sun, or part shade part sun, where you won't want to move them once they've established - they hate being moved once they've settled. Dig over the ground and incorporate some soil conditioning humus rich material before planting.

What ones are they if tree peonies plant them deeper than the pot as they will root better , if the normal perenial ones not to deep otherwise you will have all foliage and no flowers

And as usual Bamboo is spot on , only thing I would add make sure other plants dont crowd them out as they get established

Gg

If they are perennial, err on the side of planting them too shallow; the deeper they are planted, the longer they will take to flower. I give mine a good general feed annually, just as the new shoots are starting to grow - sprinkle it round the plant and very lightly fork it in