Water them well, and leave them if you are getting some of this 80 degree or cooler weather. If it is hotter for you, then make some "hillbilly shade" for 'em. This is what I call "whatever" I can make shade from. My favorite are cobbled up old tomato cages I find on the side of the road. I use muslin (49 cents a yard at fabric outlets) and some $ store clothes pegs and build plants a little roof for some shade. I leave it up for a week or two, and watering well once a week or so and provide plenty of mulch (at least a few inches from the base of the tree, at least a foot wide)....
Hopefully they will pick up speed and be fine!!

Dear kdragonsoul19,
If the figs were vigorous and healthy when you purchased and planted them, they should not be keeling over in less than a month unless you have performed a fatal act upon them. After you planted the figs, did you water them copiously to ensure that their roots were hydrated? And have you kept them well-watered since you planted them? If you planted them in the past couple of weeks, winter temperatures are irrelevant. It's been fairly hot for quite a while. If your soil is sand, it is going to dry out quickly. Keep those figs well-watered, and hope for the best. However, in gardening, as in gambling, you win some; and you lose some. You may be fated to lose those figs. If so, don't despair. Replace them, and plant them in full-sun, which is what they prefer. Figs are not heavy feeders, so don't burn them up with unnecessary chemical fertilizer.