We are not familiar with any facility that might house the swans for the winter. Have you checked with a waterfowl/wildlife rehabilitation center, zoo, or a private farm that might have ducks or geese that has an enclosed pen with small water feature?

Other than build a small facility yourself or keep the swans indoors in a garage, barn or shed safe from predators, free from drafts with proper aeration, straw floor that must be changed daily as well as the food to keep ants, mice and other pests out, change their food and water several times a day and keep them sprayed down with warm water daily to maintain water repellency, then the only option you have is to ship the birds back for the winter. If your area freezes or has such severe winter weather, the swans will not fare well. Frozen ponds allow for predators to access the swans, promote the possibility of drowning because they cannot get out of the water onto the ice, and promote the possibility of the swans being unable to stay warm and dry which increases the chances of pneumonia or other illnesses. The Regal Swan