No, and my girls have amazed me.
We still don't have a coop, so we have 12 chickens in a 10' x 20' chain link run, 6' high, under a Costco tent. The plastic sides of the tent are down on the 2 long sides and one short side. The other short side is pretty much protected by trees. The door is not covered. There is deep litter on the ground, some logs on the ground for roosting, and a branch tucked into the chain link for additional roosting.
Temps here rarely go below freezing for more than a few hours, but we are it the middle of a cold snap that has kept us below freezing for days. The water bucket froze solid, but the chickens are cheerful & laying eggs (although I think I learned chickenspeak for "cold").
BTW, we fixed the frozen water problem with an aquarium heater. Works like a charm.
Edited to add: The aquarium heater must be the submersible type. With an auto-shutoff in case the water level goes too low.