Mine go into the pen at dusk as well even though they have two ponds. The treat idea jtn mentions is the most likely to be successful. Put a bowl of their feed in the pen and some fresh water, then slowly leave a trail of treats from the pond to the pen and into the pen. Once they're in the pen, talk to them in a reassuring voice and slowly close the door. You don't want to slam it like you're a prison guard or it will probably startle them and lead to a negative association of something scary happening when they go in the pen. You want to make sure they feel rewarded for going in.
You don't say how old they are, but this process might be challenging if they're already grown and set in their behavior. All you can do in that case is keep trying.
