Only water as needed. Too much water will kill them.

Drainage is your main concern. If you planted them in a clay hole that will not drain, then there is not much hope for them. The standard test is to fill the hole with water. If the hole drains within an hour you have good drainage. If the water has not drained out of the hole within one hour, the soil is poorly drained and you must correct the drainage problem before planting. The easiest way is to use a raised bed.

I will assume you have good well drained soil. Then water thoroughly when the plants show some signs of stress. That would be if the leaves look slightly wilted in the morning. If they look wilted in the heat of the day on a hot day, that is normal.

Because azaleas are shallow-rooted, they are among the first plants in the landscape to show moisture stress. This is why a good mulch layer is very important. Watering is a critical element in growing rhododendrons and azaleas. Many rhododendrons have been killed by overwatering in sites where drainage was poor. If the soil is moist but the plant still wilts, mist over the plant lightly to increase humidity. This practice is especially important for newly planted evergreen species. Avoid excessive irrigation in fall. Plants kept dry in September will tend to harden off and be better prepared for the winter. If the fall has been excessively dry, watering should be done after the first killing frost. At that time watering will not reduce winter hardiness but will prepare the plant for winter. The soil should be thoroughly moist before cold weather sets in. The best time for fall watering is about Thanksgiving.

Here is a link that might be useful: How to grow rhododendrons and azaleas.

Thanks for your help! I'm going to try the drainage test.