The Cucco Pen, appearing in Ocarina of Time, is part of a side task in order to receive an empty bottle as your reward. This is probably one of the easiest ways to get an empty bottle in the game, which can later hold fairies, Lon Lon Milk and Potions. The Cucco Pen is located in Kakariko Village outside of The "Cucco Lady's" house. 'There are five total Cuccos that must be returned to the pen. Link must run around Kakariko Village in search of each Cucco. Some Cuccos are in plain sight, while others require some additional thinking in order to find.
To complete the task, simply pick up each Cucco and throw them in the pen one by one. Once they have all been returned to the pen, The Cucco Lady will give you your reward.