The Wendy house will need to be insulated, and if possible, heated as well. I keep my boys in my shed but they get locked in the hutch within the shed during the night and have free roam of the shed floor during daylight hours provided it is warm enough in the shed (piggies need to be kept above 15 degrees -18-24 being the comfort range). unfortunately i don’t have electricity in my current shed so I have to lock them in a hutch to be able to keep them warm, as it is easier to warm a hutch using snugglesafes and hutch covers etc than warm the entire shed.
You need to make sure that it is very secure - rats etc can dig very well so getting into the shed is a possibility (another reason why mine are in a hutch as another layer of security - although we don’t have a rat issue, you can never be too careful!)
Also bear in mind that it is the wrong time of year to be putting guinea pigs outside (unless the Wendy house can be heated sufficiently) if they are used to being indoors in the warm.
A wired internal door (and some kick boards along the bottom of the door to stop them from getting out when the door is opened) to allow the main solid wooden door to be opened for ventilation and still provide security is a good idea. Also positioning of the Wendy house itself should be considered. My current shed is south facing. Great in winter as it provides a lot of warmth even on a cold winters day provided the sun comes out but in summer is an absolute nightmare. I have to get them out by around 8am otherwise it gets far too hot and they can’t go back in until late at night.