First of all, are they going to be kept in the coop 24/7? If they get to go outside, than you don't need extra lighting in the coop. Second, how cold do you consider cold conditions? Chickens can tolerate sub zero conditions very well, provided the copp is properly ventilated and dry. If the coop is closed in enough to keep the heat from the heat lamp in, it isn't vented enough. After all, the point of ventilation is to move air out of the coop. Any air warmed by the heat lamp would be expelled as well, providing next to no benefit to the flock. A well ventilated coop is much more important than a warm coop.
Honestly, I'd let them choose to go out. They are a lot hardier than most think. As for ventilation, check out the woods coop thread. https://www.backyardchickens.com/t/1009681/woods-fresh-air-poultry-house
