You want some natural ventilation via roof vents or similar so that you get some air movement. Think of your own house--you probably have vents in the eaves for this reason. That ventilation ensures that you don't get lots of moisture build-up, which is not good for the hens. You probably want to err on the side of more ventilation rather than less.
That being said, I don't think there's any reason not to insulate the floor if you have the means and motivation. Our hen house walls are built like a people house, with insulation inside, but we didn't insulate the floor. That was a conscious choice because we do a deep litter bedding method in the winter, which means that there is probably 6-8" of shavings pack under 3" of fresh shavings all winter, which I think keeps the floor nice and insulated by itself, but otherwise no insulation. If I wasn't doing deep litter in the winter, I'd probably want some insulation under there. If your hens don't have any sort of wind break, then yes, I'd put up a tarp or stack some straw bales around the bottom of the run to block the wind.
If water inside your coop doesn't freeze, your hens really don't need a heat source! They're warmer than most. In the winter at our place, a 7 gallon hanging waterer will freeze in about 4 hours unless we hang a red heat light above it, but we still don't put any heat over the perches or nest boxes. I have to make sure to get outside a couple of times to make sure to gather eggs before they freeze, but the hens are fine.
Thank you WalkingOnSunshine. Now I'm think hmmm....more bedding or crawling under that 3'space for insulation. I think I'm gonna add more bedding, stop removing all of it every week, just take out the real gross areas, though I toss it every morning so it's really staying nice and wouldn't the chance of mites be less in the winter? I use pine shavings even in the nesting boxes, was avoiding hay because of mites but I may get a bale just to throw some out for them to play with as they are bored and one bully hen has taken to plucking the Orps this week, nasty little girl. I took the two injured ones out and they were a bloody mess but one already looks like she has little feathers growing in. I also think if we're surrounding that pen area under the coop with a plastic windbreak that should help with the wind not really getting under the floor and cooling it too bad. For venting, should I install some that I can open and close as needed? Here is a pic of the coop, the windows are on the side that faces into the coop. Thanks for the info!