Late summer is the best time to divide your daylilies. To do so:
Wait until they are finished blooming, then dig up the day lilies you want to divide. Separate them, them replant in the ground in their new locations.
Water thoroughly after planting, then check them again every few days and water as needed until they are established.
If you are not planning to divide your daylilies, you can still cut back their foliage once they are done blooming. They will not bloom again this year, but the will put out some nice fresh foliage.