You don't need to lock your chickens up at night. You need to figure out the type of predators you have in your area. Wolves, coyote, raccoons, skunks, neighbors wandering dogs can dig under fencing if they don't chew through the wire. Flying predators owls, hawks, eagles, falcons, ravens, crows will be scoping out the flock from above. Some can even pluck a chicken off of a branch that was chosen to roost or nap on.
Inspect your fencing to see if adequate, will you need an electric fence around the perimeter? Is it secure from digging, overhead branches that a predator can use to get over the fence? Small enough so the chickens can't get through the fence? They can squeeze into small spaces. The smaller area adequate for them to have enough room to get away from each other, is that fencing also secure? Can it be covered to prevent overhead attacks?
Chickens can come out in winter as long as protected from winds. Some dont like to walk on ice or snow. I have to spread straw or they won't leave the coop. They hate wet feet. Hopefully they are smart enough not to become chicksicles in a bad Minnesota winter and stay out of severe windchill.
I don't free range even though we have the acreage to do so. We take them out for supervised walks to let them chase bugs, eat weeds, do the weird chicken things they do. We use an old broom handle to herd them where we want them. Run and coop both are surrounded by buried wire to prevent digging. Run is an A frame so no attacks from above.
In the end they are your chickens and it is up to you on how you free range or lock them up at night.