A lot depends on your winter. I do have wind and weather shelters in my run. I live in SD and we get storms and tend to melt off, we have had overnight temperatures of -35F. My pop door is open all the time, except at night in a big blizzard. My birds spend most of the daylight out doors. They are terrified of snow at first, and then mostly ignore it.
I have had 2-3 feet of snow in the run, and I have had a hen land on it, disappear and blow out like a bomb! I usually throw hay on top of it to encourage them to come out. Fresh air is good for chickens.
As for free ranging - one must remember that winter is hard on predators too. And free ranging would be an easy meal.
Mrs K