Can I/should I start indoors?

I live on the border of zone 5/6. Last frost is generally between mid- and late-May. I have started my tomatoes and peppers indoors, but am wondering about cucumbers, zucchini, and summer squash. The seed packages on those say start outdoors when ground is workable and doesn't mention starting indoors. Does this mean that they grow fast enough that just starting outdoors in May will be okay?