A scared cat can quickly go through a regular screen. Most people enclosures with screening would not be strong enough to hold up against sharp cat claws or another animal trying to get in at the cats.
The kittywalk linked to above looks nice, but I would be hesitant using them in an unprotected area, where, again, another animal could attempt to get at them.
A wire dog crate would be my first choice. You can get them in various sizes and they can be folded down for storage, etc. The crates are made to keep a dog in, so they would be strong enough to keep a dog out. You can even make/buy a shelf to go in the crate so the cat can sit higher, and you can put a kitty box in there also.
Some more benefits of the wire dog crate is that it can be hosed off and sanitized easily and it can be used inside if you need to confine the cats for some reason.