It kind of depends on the breeds you have. Some breeds are really cold hardy and handle northern winters very well. Also depends on comb type, with single blade combs more vulnerable to frostbite. A winter hardy breed with rose, walnut, or pea comb, will generally do just fine without supplemental heat. But all breeds need adequate shelter from wind, rain, and snow.
Since you just got your birds this past spring, they are probably not in a hard molt, but next fall they will very likely undergo a noticeable molt. If you have a late molter and an early cold snap, you might find yourself with a bird that cannot cope. I'm in Massachusetts and one of my birds has her new feathers not quite fully opened over part of her body. She struggled a bit through yesterday and today. I made sure she got plenty to eat and drink today, and I am so relieved that the forecast is for warmer weather for the next week.