You'd still have to 'put them up' at night because of swimming predators, which might defeat the pros of putting a coop on the pond in the first place. Pekins cant fly so their only luck on the water is to swim faster than their predator, and if the house was left open overnight they could easily get trapped or have a predator waiting for them when they come home. It could be done, you'd attach a cable to the coop and haul it in to shore at night to lock them in and again in the morning to let them out and clean everything up, but at that point you might as well just put it on land.
Fencing the pond would include digging a skirt around the whole thing, and then you're also keeping any other wildlife from utilizing the resource as well.