You may be looking for "covered court", although a covered court could be indoors or outdoors. You could also call it a "shaded court," meaning it has something to block the sun:
Screen from direct light:
"She shaded her eyes against the sun"
Cover, moderate, or exclude the light of:
"He shaded the torch with his hand"
Using "shaded" would imply that the court is outdoors, as if it was indoors it's less likely that there would be a reason to block the sun.
You could also call it a "sheltered" court:
(Of a place) protected from bad weather:
"the plants need a shady, sheltered spot in the garden"
Again, this implies that it is outdoors because there would be no reason to protect an indoor court from bad weather.
I am assuming that "cancha techada" refers to a court on which sport is played, as the results I got when searching for images of them were all sports courts.