Not before end of May, or mid May, when risk of frost is past. Depends where you are though, to some extent, and what the aspect is - I've got self germinated Lobelia growing on my balcony (south facing, in London), although its tiny at the moment.

If hardened off, Lobelia can take very light frost, but not much below -1º C.

Thank you. We had some unexpected hail stones a couple of days ago and the lobelia got covered in them but no harm done yet. I have got them outside the patio doors Bamboo so they may get some warmth from the room. When I remember, I bring them in and put them in the porch for the night.