This new sports complex is _________, so people can enjoy the games whatever the season is. (A) encased (B) enclosed (C) encircled (D) enveloped
I think the word you want is indoor (all definitions from https://dictionary.cambridge.org/):
Happening, used, or existing inside a building
Of the 4 options you put forward, the closest is enclosed:
Surrounded by walls, objects, or structures
Encased refers to something which is completely surrounded or covered by a typically solid surround. You would use it for a filling for a pie, for instance, or in the Cambridge dictionary example:
The nuclear waste is encased in concrete before being sent for storage in disused mines.
Encircled refers specifically to a circle around an object. In your example you might use it to indicate that "the sport complex is encircled by a several rows of seats". notice it says nothing about it being covered or not.
Enveloped is more subtle. If you look at the definition it seems to imply "cover", but in reality it refers to less tangible/defined items: mist or fog, say, but also geometrical shapes, sound etc.