Pigs seem to be more common, and are scattered around the world on many islands. I've had the best luck looking on larger islands for chickens. Chickens are harder to spot and will require you to get off your boat and onto land. If you're looking for pigs, they can often be seen along the shores right from your boat.
This means you'll have to pick an island, sail to it, and hope it has the critter you're looking for. There are no set locations for pigs or chickens in Sea of Thieves. Once the voyage has started, you can check what animals you'll need to return to the Merchant Alliance just like you'd check a treasure map. It's a pain to carry around, but what are you gonna do? This box is like a treasure chest, in that you can't do anything else when carrying it (outside of climbing up and down ladders). Once you start the voyage, you must return to the Merchant Alliance member to get your chicken coop. Once you find a mission, bring it to your ship to start, just like any other voyage. After you start the voyage, you'll need to talk to the Merchant Alliance again to get a coop Rare/Bob Fekete