What did your relatives do? What do your neighbors that have chickens do? Would putting them in a coop at night make it easier for thieves to steal them as opposed to them roosting in the trees? Are you collecting their eggs now? I'm trying to think how a coop might benefit you considering how you manage them.
Some typical benefits of a coop
Lock them up at night against predators. Since you free range them during the day the risk won't change during the day. I'm sure you have predators that could take them off the tree limbs at night if they find them. That might be an owl, a member of the weasel family, or a member of the cat family. Maybe something else. Chickens sleep in trees to avoid ground-based predators and hide from the others. The method worked well enough that chickens did not become extinct before they were domesticated but they are still vulnerable. You may go years without an issue or you may lose one or more tonight.
If you can train them to lay in the coop, it might be easier to collect eggs. They can be excellent at hiding nests. If they are laying now they already have nests. It can be a pain training them to lay somewhere else but some people manage.
If a predator, maybe a dog, starts killing off your chickens you can lock them in the coop or coop + run to keep them safe while you deal with the predator, provided your coop is predator-proof against that animal.
There may be times you just don't want chickens roaming free. Maybe you are throwing a party and the chickens are being a nuisance. Or they are pooping where your kids are playing. Or you are doing something that you don't want them to have access to. Having a place to lock them up gives you a lot more flexibility in dealing with things that might come up.
If you need to treat your chickens for mites or lice, it is fairly easy to pick them off the roost at night to treat them. In a tree that would be hard.
Some reasons not to have a coop:
They will poop in the coop at night and it can pile up since they are confined. You may have to work harder managing that poop. In your rainy season they now roam around and probably don't make a muddy mess. If you confine them to a coop part time it could become a muddy mess. These two together could create a stinky mess. There are ways to avoid that, mainly in considering drainage where you position it and maybe working harder in removing poop.
If you build a coop, in your climate, I'd envision a structure mainly a frame and mostly covered with wire. There will be an expense, how much depending on how big you make it and what wire you use or what else you use to build it. Is the expense worth it to you?
To get any benefit out of it you will need to retrain the chickens as far as sleeping and laying. It can be done but it may not be easy. You can probably lure them into the coop with food to trap them, at least most of them. Your relatives did catch them to bring them to you.
If you build a coop you have to decide how big do you make it and how do you build it. Will you build a run? That decision-making process can get frustrating.
If you lock them up at night, unless you feed and water in the coop, you will need to get up pretty early to let them out in the morning. Do you enjoy sleeping in, at least occasionally?
I'm sure there are other reasons for having or not having a coop. I don't know what the right answer is for you.
