Glad you asked!  Yes, indeed.  Veggies CAN get a sunburn and sunburn can be fatal to young seedlings.  The transition from indoor growing to outdoor growing needs to be a slow one.  By indoor growing I mean veggies you've started on your kitchen table or other in home sunny spot.  Greenhouse growing is another issue altogether and since I don't do it I can't be of much help on that subject.

As usual - I digress - so back to the topic.  Seedlings should be moved out for just a few minutes the first day.  By just a few minutes I mean no more than 5 minutes and that may be pushing it depending on how late in spring it is.  It's best to get the seedlings out around before 10 am and/or after 3 pm on those first days.  I do generally take the seedlings out twice a day while I am getting them used to the sun.

I have found is that I can safely double the sun exposure each day.  So, 5 minutes twice a day the first day, 10 minutes twice a day the next, and so on.  Once I've reached one hour twice a day the seedlings are fine to be outdoors all day.  I may be erring on the side of caution with this easy does it approach but I have lost seedlings to sunburn so slow is how I go.

Though it's still quite early in the season it's not too early to be getting your cold weather seedlings out for their sunbaths.  My onions are out all day (weather permitting), basking in the warmth of the makeshift 'greenhouse' shown in the picture.

The newly sprouted lettuce seedlings are in transition to the outdoors while the as yet to sprout second batch of spinach seedlings (I managed to kill the first batch by letting them dry out...) is spending all day outdoors too - I hope they sprout out of doors so that I don't need to worry about hardening them off.

My little 'greenhouse' is nothing more than a large sheet of heavy guage plastic (available in any hardware store).  I laid the sheet on my greenhouse table (though a picnic table, patio table, or portable work table will work just as well), placed the onion flats on the sheet, propped up some empty flats at the end of the table and in the middle to support the plastic, and then wrapped the plastic up and over.  A few clothes pins keep eveything closed - or open - as needed.  Simple, inexpensive, and effective.