
I use puppy pen panels on a piece of lino. Use one of the panels across the top to hold its shape and to allow you to drape a throw over the whole thing to make a den. I also line the sides up to about a foot to 18 inches with cardboard to prevent drafts.
I always start mine in the bedroom near my bed for the first two weeks.
If the dining room is the most convenient place space wise then you will need a blow up mattress for yourself for at least the first week.
If you have other dogs and animals you will want the Mum and pups in a room where they will not be able to go for at least the first two weeks.
I agree with Jeangenie conservatories have to much fluctuation in temperature to be suitable for dogs or pups.