Some people let their chickens out into the snow and tell me I should do that as well. I don't however for many reasons and I even sealed their exit door with a second door to prevent any cold air from coming in. As long as they have fresh air and are not too crowded, I think they are better off inside. If you want eggs, just think that if the hen goes outside, she will begin to use her food as energy to keep warm first and not for eggs. Plus if I have the door open to the outside, the house will cool down and again even when she comes in she has to work on keeping herself warm. I don't think chickens being a jungle fowl, are properly equipped to handle the cold. This of course is extreme cold, I had given them free run until the water started to freeze in their house during the day as well as night. After that point I found the hens were going out to stand on cold ground and if it was really frozen, they were not able to get much from it. Basically you are feeding them to make up for the lost body heat while standing on frozen ground.
Melda, Lucy and Diane plan their escape
Lucy: "That snow looks cold"!
I find the cold is also kicking the stuffing out of the house. You can see where the door above is 'sweating' because of the extreme cold outside and warm air inside. It is damaging the inner walls as well.