If your chickens are in a well ventilated, draft-free coop, they will be fine. I'm in MN where it can get to -20's and sometimes -30's for several days in a row. Make sure they have access to fresh water at all times, plenty of food, and nice deep bedding. If you have large-combed birds, the combs may get frostbite, but it doesn't seem to cause the bird any pain. I had a rooster last winter that got "winter dubbed". He didn't show any signs of discomfort that I could tell. I try to get rose or pea-combed chickens specifically because they don't seem to get frostbite.
When I first started out with chickens, I thought they needed to be kept locked up tight in the coop, and I used a heat lamp to keep the water thawed. They got colder and frostbit at relatively warm temperatures. It's the moisture buildup in the coop from water, breathing and poop that causes the problems. Respiratory problems can also happen when they're locked up like that in the winter. Since I've changed how I keep them, they have done much better.