Covering, or shielding the chicken door..is again a matter of windward direction(which direction does the majority of your weather and wind come from?)
Ventilation is good....a strong frigid wind is not....so it depends on your weather patterns.
I've read a couple of instances that folks put...
You might want to cover the outside of the windward wall of the coop with some plastic sheeting....or have it ready if it turns out to let in snow and cold winds.