Depends... you didn't say where you are located, which makes a difference in terms of when the ground will be really frozen. The time to plant peonies is in the fall, but really it should have been earlier. You want them to have time to put down some roots in their new location, before the ground freezes. So if you think you have a month or so, I would go ahead and put them in the ground.
If not, then the next question is whether your greenhouse is heated. If it is heated, you don't want them there, because they need cold winter dormancy. So perhaps you need to just plant them in a large pot that you can keep in a sheltered location for awhile, so that they have time to grow some roots. In the spring you could transplant them, taking as much of the soil around them as you can aand disturbing them as little as you can. Plant them in a full sun location.