Make sure they're protected from wind and wet and they will be fine. Don't overdo it, they still need plenty of ventilation especially if you close them up in a coop or something till weather improves. Feed them normally, maybe hang a head of cabbage or something to entertain them. You can put a very light coat of vaseline on combs, wattles, legs and feet if you're worried about frostbite. Proper ventilation and no dampness greatly reduces risk of frostbite. They don't need the heat lamp and it's a fire hazard so please remove that.