Hello Josie,
We live in Northern Ontario we have our Peacocks in an non insulated House 8' X 8' square with the roof coming to 12' at center which they use in inclement weather. You will find that they will be outside no matter what time of year. If you get your peacocks as chick and keep them in a wire run off of their house until they are about three months old, you can then take down the run and they will not fly away. You will need the pen for the first three months to protect then from predatory birds. Peacock are very territorial and will defend their area with a vengeance. They are not great flyers so they can not fly far or high. I will warn you that the males are very vocal day and night and are not good for people who have neighbors close by or for light sleepers.
Hope this helps
Landon A