Only because they were grown in a greenhouse and not outside, it will be a big shock for them to go directly in the ground outside in the sun (where they should eventually be). So you should acclimate them first, because the environment inside a greenhouse is way different than outside now. Keep them outside in half day sun for 5-7 days, than full sun 7 days, then plant. People do shorten this process, and there will still be success, but it does put more stress on the plant. If you bought the lily inside the store and not in the outside garden center, then first big with 3-5 days outside in the shade, then continue with my aforementioned recommendation.
Be sure to cut off the flowering part of the stem after it blooms. (Don't cut off leaves.) This improves the health and future of the plant so you will have better bloom next season than you would otherwise have.