Our chickens have one too. It's a really simple solution and I don't see any reason to not make one if you have the means.For my chickens I have a wind block outside by the ramp/pop door. I have found it really helps them to venture outside when the weather is nasty and gives a gentle transition. It also helps prevent the pop door from acting as a wind tunnel into the coop.
Just remember two things if you do:
1) A wind block will look an awful lot like a nest box to a hen (of any species). Expect to find the occasional egg there.
2) Make the roof detachable - it REALLY helps with the cleaning.