Welcome to BYC @johnnyjean02 Glad you joined the discussion. Meal worms go dormant if they drop much below ~60 degrees. Folks put them in their refrigerator for just that purpose... to keep them in the worm stage and stop them from pupating. However, once the temp drops below like ~45, they start to die. Additionally, you need to take them out about once a week or so and warm them up, let them eat a bit and drink some moisture before putting them back in the fridge.
You can use a heat lamp, but it will be difficult to get it to work right as too close and it will be too hot right under the light and cool rapidly outside that zone. If you move the lamp away, it won't provide the heat needed aside from right on the surface of the substrate. The bottom will be frozen. Worms aren't like chicks that can rapidly move in and out of the heat to warm themselves, and don't have the body mass to hold any heat. You could use a WEAK (very low power) heat pad UNDER the container so the heat can rise up through the substrate, but you'd need to try it out before putting the worms in as if it's too hot you'll dehydrate and or fry them.
Moisture is another issue... damp = cold(er), damp also = mold/mildew which will kill the worms. It can also lead to other issues with the substrate like grain mites and other nasties. Outside, you also have to worry about attracting mice and rats for that grain substrate and a little protein boost from the worms.
Some people freak about vermin and wouldn't think about raising mice or rats inside their house, but for some reason will accept guinea pigs and gerbils... go figure? Meal worms aren't "squishy" like earth worms... They are dry and clean to touch. The worms can't/won't climb out of the container as long as they have food (they can eat and hide in/under - substrate) and water (veggies they suck moisture from). The pupa wiggle a bit, but don't move over distances. The beetles CAN fly, but rarely do. They are more content to chase each other around breeding and laying eggs, and prefer to keep out of sight/hidden as well, staying under a sheet of paper in the container or burrowing under the substrate.
Whatever you decide, best of luck.