Pigeon and chicken coop instructions:
http://www.abe.psu.edu/extension/ip/IP727-25.pdf
Of course it you are putting in a pigeon loft you can just make a one way entry for them with the roosts, shelves and nest boxes inside a cage of chicken wire or whatever to close them in.
You will want to be able to leave the trapping gate open so they can go out to feed but you also might want to shut it at night so racoons or weasels can't get to them.

You could just get or make a pigeon trap too. They are not hard to build and even a fairly small one will hold 20 pigeons with space for water and feed until you are ready to cook them.

A fancy pigeon pie recipe:
http://www.cookitsimply.com/recipe-0010-01423j.html