Yes they will go in the hen house on their own, usually in the cold or when it is getting dark.
I do not lock mine up. The Main door is closed but the side bob-hole is always open for them to come and go. They love being out in summer. As daylight gets longer you would have to get up earlier and lock them up later. If it is open for them to come and go as they please, it does not matter if you are going to be late with their feed for example. They are still getting out and about as and when they wish. In winter months I go down just as it is getting dark and they are always perched inside. The bob-hole is then closed and they are locked in for the night. This is to stop rats pinching the eggs for food and any foxes being able to get in. Personal preference.