Hi Eve,
I kept my quail pen, which was 3 x 3 m and 1.5 m high on concrete, with 30 cm wooden panels around the side and a net on top. No trouble for ages but then we had literally 1 rat in, which just killed about half of what I had. I saw it get out, with no trouble, up the wire panels and through the netting. I since moved the whole thing to the middle of a field with no problems since.
most quail do not need heat or additional light during winter, but it is a good idea to furnish their run with leylandi or something similar which gives good cover. I also have a hutch filled with straw. I have a bucket full of mash in it, tip on it's side as a feeder.
Eggs wise, they need alot of light to lay, so they are really only productive in the Spring and Summer and a bit into Autumn.
Be careful how many males you keep, as Felder wrote, they can be a tad over enthusiastic.
I bred Jumbo Japanese Quail so that I could properly use the extra males hatched. A pair of roasted males, made a good portion for 1 persons dinner. Very sweet meat, really tasty! The eggs turned out to be larger too, a bit of an advantage when it came to peeling

I have my quail in with my lads pet pheasant and partridge. All is fine. Not sure about chickens though....they can be pretty nasty.... although quail are much faster.