My ducks/geese all sleep at night in a secure pen, with a lean to made of straw bales and a piece of sheet metal for a roof, but they never use the lean to except when it's hot for shade (shade is at a premium at my place sine there were no trees at all on the property and the ones I planted are still tiny.) In the winter I have to add layers of straw to the run every few weeks or it becomes a poopy runny mess with melting snow, and lots of big birds, but it's easy to fork up in the spring. We had a pretty mild winter last year (seemed like we got lots of snow, but it never went below zero--and I watched that thermometer like a hawk). I'm thinking of building a slightly more stable shelter for them before the real cold hits so I can add a heat lamp if it gets bitter out there.