Yes,he can be housed with your peahen.Both peafowl and pheasants should not be housed or near chickens or turkeys.Chickens and turkeys can give pheasants diseases that will kill them.Their pen has to be covered on the top,either with wire or anything that will keep them dry.They need perches,gamebird feed for both,not layer pellets,gamebird feed,fresh water.They should be wormed 2 times per year.
You really should have read up on these before you got them.They are simple to care for,but you should have some clue as to care for them.They both love fruits and veggies,wild bird seed,peanuts(unsalted only)mealworms,crickets,and have grit available to them at all times.
Do you have predators in your area?Foxes,coyotes,racoons,etc.
In N.H.,Tony.