After danger of frost, you can plant outdoors. You will have to dig up the rhizomes in the fall, as they will not winter hardy, for this reason you may consider leaving them in pots outdoors.
Here are a few links for you.
You can plant them outside when there is no danger of frost or of temperatures dropping below 55 degrees. Just a heads up, however - Calla lilies are designated for zones 9-11, so they would not survive a zone 5 or 6 indiana winter.
For more information on the care of calla lilies, please visit the following link: