Where I live it doesnt get that cold, but I always make sure that they have a place to go to get out of the cold. With enough room so that they arent cramped otherwise you might have some fightning. Also I put a heat lamp in there for them just in case it get really really cold. Mostly they just huddle together to keep warm. And always make sure that there water is thawed. I have a heat lamp that points at it and i have one of those heated water things in it. Thats pretty much it, my chickens hate the snow and usually refuse to go out in it. And I havent had my ducks while it was snowing yet so Im not 100% sure on them. But Im sure they are pretty much the same.
Oh and make sure they have planty of hay. I know it sounds kinda gross and not a fun thing to clean, but when it starts getting cold I let the hay pile up. I just keep adding hay and not taking the old out. When it starts to get really cold you should have a good layer of old hay stacked up. Then add a good thick layer of fresh hay on top, as the bottom layer of hay deterierates it gives off heat. Therefore it keeps your coop and your chickens warmer.