I put a heat lamp on them for about a week when I moved them outside, but really - it does depend on where you live. I'm in the Puget Sound region of WA and they don't need a heat lamp anymore - however, they are also 2 months old now and have their feathers.
Depends on weather and how old they are - if they are still fuzzy and peeping loudly without a heat lamp and scrunching up together - they probably need a little extra heat....