I have been thinking about maybe building a small barn out in the back yard, but it's hard to justify investing that money for my 10 hens. I have suggested to Dear Wife that we should consider maybe some goats and/or pigs. She has no interest in that idea, at least, not at this time. But I could certainly build a small barn like your picture.
Another option I have been considering is building a cattle panel greenhouse/chicken run with a domed top - so the snow would in theory slide off the plastic. The advantage to that idea is that it could also be used as a greenhouse for Dear Wife's plants in the spring when I would not need it anymore for the chickens.