Certified GKH Gardening Expert
This is risky, as you are zone 6. This is outside of the survival zone of most azaleas. You should plant them after all danger of frost has passed. It will need a few weeks to establish so make sure there is not frost in the forecast.
Most likely, this will not survive the winter in your area. If you know someone with one that survives nearby, it would be best to ask about what variety it is. Some can survive outside of their native range, but you would have to select for local cold hardy varieties.