Sure you should have an area fenced off for the ducks until they have accepted their house as "home". Once they got used to sleep in their house overnight they may wander around (my ducks do that) but will come back when it gets dark.
Oh boy! - Lot's of issues here:
The ducks need at least a short break during the height of winter. It does not make any sense for birds to lay eggs when it is too cold to raise chicks. Forcing them into egg laying by feeding additional protein and artificial light will make your hens age...