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You have pretty cold-hardy breeds, you may *never* have to use a heat lamp
and if you did, it would be unlikely to have to be a HEAT lamp - a lower wattage regular ol' bulb, that they can get under to warm up, would do just fine.
I'm not entirely sure I'm correctly understanding your coop setup, but you do not want cold air blowing right onto the chickens on the roost, so you may (?) need to close off that opening so they are more sheltered.
However you will still ABSOLUTELY REQUITE good ventilation, probably including at night too (I say "probably" because if your coop is quite large with just a few chickens in it, you
might be able to get away with shutting it tight every night). If you do not have adequate ventilation -- which requires more, larger openings than you probably expect, as chickens put out a really tremendous amount of moisture and air does not flow well through wee leetle hole-saw holes -- then the coop will be very humid inside and your chickens will be apt to suffer frostbite at much milder temperatures than they 'should'. In a humid coop you can give 'em frostbite not much below 32 F; in properly dry, well-ventilated (but draft free) air, most chickens are good well down towards 0 F and often quite a lot lower. So, keep the air as dry as possible; then just pay attention for any signs of them having trouble with the temperature.
You might want to look at a couple of the pages in my .sig below, as they discuss ventilation and winter temperatures and so forth in more detail.
Good luck, have fun, welcome to BYC!,
Pat