depends on which country you live in. If UK then not in winter as they are not frost hardy. You can put them out in the summer if you wanted to but they would suffer from wind damage and also would not like direct sunlight.
They are a houseplant in the UK so best kept indoors.
I had one years ago which Mr Spudqueen insisted on planting outside in the belief that all plants grow outside. I did try telling him that it wasn't a native plant and was from a hotter country but he wouldn't listen. Needless to say that was the end of my peace lily.