Dry and they can huddle together for warmth. A low ceiling or a box they can get into is greatI have a Cozy Coop panel warmer, my little ones perch on it or cuddle next to it during the day when they r roaming in the barn, it's around -6C here past few days and the chicks run at large with their mum in the barn and outside, they have been learning what snow is !!!
Currently they are four 6 week old chicks who have been growing up with a mum, they barely fit under her now, but they all cuddle together at night with mums wings spread over them haha so cute. I don't have any heat in the hen house but it is insulated.
i think the key is to keep them out of drafts, and dry.