How do I get them to sleep where they belong?
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I would suggest locking them in the coop for at least 48 hours - chickens are creatures of habit and never seem to do what we want them to do - silly things!
It's funny but yet it's not since you want them on the roost in the "new" coop. Your hen flew up there, they do fly :( There's a thread on trimming the flight feathers on one wing, luckily I haven't had to do that. They're used to perching on the gazebo rails, you can try taping some rough sand paper or polish it so they slide off but once they know the roost is there, think they'll get the message. Another good training method is the spray bottle :) Get one that sprays straight & far, they'll see you grab it & get the message. I use that to teach mine to stay away from our fence, one side neighbor got dogs that would LOVE to get my chickens....I've squirted the dogs (on purpose) several times, now when they see me coming with the squirt bottle they take off :) Good luck.
squirt bottles are also good for roo training!