Some people can have multiple peacocks free-ranging without having any peahens and they do fine, but some have issues with the peacocks leaving to go find a mate. If you have a peahen free-ranging she is very susceptible to being killed by predators such as raccoons and coyotes when she is nesting. Peahens are great at finding hidden places off in the woods to make a nest as member Zazouse can tell you first hand since she free-ranges all of her peafowl.
Peafowl like to stick together in groups and the peacocks would hang out with the peahens, in or out of a pen. During the breeding season, the peacock might isolate himself more from the peahens and of course during this time he would be displaying a lot and calling to attract the peahens, who will walk around him deciding if they are attracted to him or not. If you have several peacocks usually one or two of the peacocks will mate with all of the females and the other males will not get to mate.
When I first got peafowl, I got an adult pair and kept them penned for a month then I let them out. They stayed for a while until the male ran away and then after a few days the peahen ran away too but I don't think she ever caught up with the peacock. We caught the peahen and I still have her, but the peacock was long gone. So just because peafowl do seem to like to stick together I wouldn't say they always do since my peacock ran off abandoning the peahen. Perhaps he didn't like her, maybe he heard other peafowl off in the distance, etc. When you free-range peafowl you have to keep an eye on them because they are curious birds and will venture off into the neighbor's yard, across the street, etc. You will have to herd them back home probably more than once.
It is hard to say how free-ranging will work for you. It all depends on how much land you are on, etc. Everyone has a different experience with free-ranging peafowl from good to bad to in-between.