Depends what it is - most bare root plants are supplied from late autumn through to late winter/very early spring, and can be planted straight into the ground. Anything bought later than early spring which is bare root I usually pot up and wait for it to start actively growing before planting out - easier to keep them well watered.

Thanks i have Sedum Spurium and Centaurea Dealbata. Better in a pot then?

Yep, I'd pot them first and plant out later. I even do that with very small perennials in pots bought early in the year - they grow quicker in multi purpose compost and kept watered than they would in ordinary soil, where its more difficult to keep a close eye and keep them watered adequately.,