Thanks all for the kind replies. I apologize for being short on important details. I've attached a few photos of the set up. We do have a coop. The pen was used by the previous owners for dogs and there is a really cute, very secure dog house connected to the chain link pen. It's all strong wood with a secure bottom, small glass windows and two metal vents near the top for ventilation. We just built a locking door for the exit from the doghouse / coop to the pen, but would feel a lot better having the pen secure as well. (In case I didn't make it clear earlier, the chicks are currently in a smaller chicken tractor until we get this ready)
We live in upstate New York so it is cold and snowy, but not as cold and snowy as most places up here. We bought a roof for the pen that will block snow from getting in, and I think some wind covers will be good as well. But based on everyone's suggestions we bought hardware cloth that we are going to wrap the whole thing in as well.
You can see the beautiful miniature replica paintings the previous owner put in the doghouse in one of the pictures as well haha. Obviously we are going to be putting up two perches and adding nesting boxes as well.
Please let me know if you have any more suggestions, and thank you for your help.