They're better off being let out than being locked in, even the babies. As long as they have somewhere dry they can use when they want (the coop) and no existing health issues, they'll manage. They need fresh air and space to roam or they can develop respiratory issues, behavioral issues and possibly frostbite due to inadequate ventilation.
As far as the water, if you have electricity out there there's many options, such as heated bowls, heated waterer bases (where you place the waterer on top), waterers with built in heaters, submergible deicers.