If they are cade lambs with no ewes to protect them, they probably want to be 3 weeks old at the very least, or older if they are a tiny breed like Shetlands. Think about it, they need to be quite a bit bigger than a rabbit, cat or duck
I used to have an old foxproof chicken run I put my cades in at night, up to 5 or 6 weeks old.
Otherwise, if they can run with and make pals with some lambs who have mums to protect them, they would have a degree of protection from the ewes - but no ewe will protect another lamb if she feels she needs to stay with her own, so it's not a guarantee.