Hi Doug,
my 2nd time ever checking this site, must be for a reason, love salvias, attractive to butterflies and hummingbird too.
I suggest you keep them in a shade/ semi-shade for a few days, trim some bad/old stems, I cut mine down about half way after they are done blooming, generates more growth and blooms...oh save seeds first, laugh. Water well but they can get dry for few hours, here at 92 deg now they can use watering in the morning and evening,but again, they've been known to be tough if not watered a lot and my coccineas return -reseed every year, my large red returned from stems that I've cut low, again, am in zone 9. I'd feed it Miracle Grow or similar water-soluable plant food-mix 2-3 TB in a gallon of water, water with it every couple of days, I'd do so only 2-3 times.
After a few days in IC they'll be fine in full sun, probably will anyway, just to be on a safe side.
Not a rule follower and am sure others have more tips, good luck.

GraanieB- Bea