Go ahead and plant them rather than putting them in a pot until fall.

Most spring planted bare root peonies won't bloom 1st spring regardless of when they're planted. Most spring blooming perennials perform better when planted in their dormant period which is generally fall. The only way I wouldn't plant them right away is if they were potted and ready to bloom--at that point I'd wait until after the flowers were done because transplanting earlier would sacrifice those--but that's the only reason. Maifleur is right, it's best to get them in the ground. This late in the spring you'll possibly see some stem growth, try to keep those stems above ground but only if you can do it without exposing any of the roots.

If you're planted bagged roots from one of the big box stores you should probably take a look at them, they could be fairly dry. If so, just soak them in water for an hour or so before planting to give them a good start. Don't worry if you see little or no growth this spring, I've had that happen before as well, most times they'll wait a year to put out any substantial growth. Unless the root is big enough to have 3-5 eyes on the crown and a substantial feeder root(s) it will probably take a few years to bloom.