Yes, you will need a sturdy coop, to give them a sheltered place to roost and lay eggs, but also you'll need to provide some shelter round the sides of the run, to act as a windbreak, and a roofed area for them to use to get out of the weather and into the dry when it's raining or snowing. The run will need reinforced wire mesh sides, 6ft high, with the mesh buried in the ground to deter predators. A mesh roof is desirable as well, as predators can climb. I think you'd do well to join one of the many forums on chicken keeping, if you're new to it, as people are very helpful and will advise you from their own experience. In the UK, we have www.practicalpoultry.co.uk which is brilliant, and I expect there are others in the USA as well.
It's lovely keeping chickens, if you know they're happy and safe in their run, but easy to make expensive or heartbreaking mistakes if you get it wrong at first. I'd recommend point of lay egglaying hybrids for your first birds - mine have laid over 300 eggs each in their first year, and are tame and hardy. Good luck!
