If you plan to build any kind of structure with roof etc you will need some sort of planning permission, probably agricultural notice, but I would advise you to ring the planning department early on and discuss with them.
My ewes (shetlands and crosses) are outside in a small field close to my hayshed (it is 8ft by 24 ft, so not massive, and has one side completely open)(the last lot of hay is moved into the still empty polytunnel), we put up our pens in there and also have an area under cover for the ewes if they choose to come under cover. This year about half of them lambed in there. There is an electrical supply for emergency (flood) light and for heat lamp. Worked well for my 15 ewes, and I think will be ok for up to 25.
Read Tim Tyne's sheep book and try to go to a neighbours farm to get some experience. I love lambing time, even though it is soooo exhausting (when also trying to milk goats and get the polytunnel started...)