I'm not an expert by any means, but I would probably just do outside walls, unless you have really extreme temps. The floor might get cold during the winter -- but we just put down wood chips in ours (and clean it regularly).
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It is not fancy... And not insulated....We're doing something similar - turning our tack room into a coop and then letting them free range. Our has more protection, but less ventilation -- I think we might take the windows out and cover with hardware cloth or something. We are putting our nesting boxes on the shelves (similar to yours) with an added perch for them to land on. We used thick tree branches across the back as roosts but I think yours could easily go where you mentioned.
Not sure where you live, but if it's somewhere cold you might want to add some insulation - we're in Texas so it never gets very cold in the barn. Plywood should be enough to keep out predators, as long as there are no big gaps.
FlaRocky - Would love to see pictures of your stall conversions, if you have any!