O.K. Last word from me as I seem to be the only one who has kept Peacocks.
We kept ducks, geese, chickens and peacocks for quite a long period of time. We got the peacocks from a Gamekeeper who brought them down from the Highlands. He told us to keep them in for a couple of weeks so they could be familiarised with their new home. We kept them in an old stable with a high roof and the birds roosted in the rafters. After a couple of weeks we let them out, we did leave the door open for them to come back and roost and they did use it initially in the evenings.
The general pattern was they roamed around most of the day and came up to the house at set periods of time and we fed them. Most evenings they would roost in the trees or sometimes on the roof of the steadings. They were never caged and always came back to us. I became friendly with the local Farmer who bred and sold peacocks. He had a lot of land and kept quite a few birds. None of his birds where caged. He gave me a lot of advice about the birds but at no time did he tell me to cage them for any reason whatsoever. The peacock likes to display to the pea hens and it would not be possible for him to do this in a cage. I don't like any birds to be caged. They should be free to fly and roam around as they do in nature. None of my birds, chickens, ducks geese where caged and none had their wings clipped.