They will Nevermind capture it all, so you will have a wet spot below. A few things can be done to mitigate the problem, though. You can put a bowl filled with rocks underneath, so that the water drops below the surface and can evaporate. Just make sure it is tall enough that they won't kick bedding in to it. Also, you can add sand to that area and it won't get a muddy-type wet.
Personally, I don't worry about it. I throw grains and such in the coop bedding to give the girls something to keep them occupied while cooped. They turn over the bedding enough that it becomes a non-issue.
You can use the poultry "cups" if this is a serious enough concern for you. They operarate under the same principal as the nipples, but are supposed to be drier. I hadn't found a reasonably priced, high quality product, though, so I stuck with the nipples. Others on here swear by them.
