I lived in Brockport (just W of Rochester) before I moved up here, although I did not have chickens at the time.
I'd suggest insulating -- you don't *have* to but it will make everybody's life easier and more pleasant. Make sure you have a sufficiency of individually closeable vents up high on at least several of the walls, ideally protected by roof overhangs, so you can keep ventilation open in the winter... humid coop air is much more of a frostbite hazard than colder but *dry* air. Don't use weeny small little vents, make something of good size, like 6-12" high and running most or all the length of the wall. Weatherstripped flaps or sliders can close 'em down when you don't want a particular vent open. (Additional ventilation, in the form of large predator-screened windows or parts of the wall where a plywood panel for winter lifts out to reveal a screened area for summer airflow, would also be desirable).
You might think about ways to make at least part of the run more appealing for wintertime use, with windbreaks, partial wrapping in heavy plastic, a roof (engineered well for snow load!), that sort of thing. Again, it is not absolutely essential but makes everyone's life easier and more pleasant.
Electricity, so you can run a heated waterer or waterer base, would be real nice, although you can get by without it if you have to.
Good luck, have fun,
Pat