Welcome to BYC!
We are glad you joined our flock!
I think it is pretty safe to say you won't need to worry about your birds getting frostbite. You may want to worry about hungry predators coming to eat them though.
This video will help you learn how to navigate this site:
On this link you'll find lots of information on almost every aspect of keeping birds - from coop building ideas, to incubating eggs - https://www.backyardchickens.com/articles/
There’s a link on the page above to the Learning Centre - it’s a great resource. If you have a specific topic in mind, just type it in the search box - there's a wealth of information on past and present threads.
How large is your coop? Chickens should have 4-5 sq.feet of space per bird, excluding roosts and nest boxes. Even more room if they would be kept inside for many days of bad weather.
In addition to the protection and weather cover other greeters have mentioned, a coop with built in nesting nests sure can make egg collecting easier (rather than doing a daily egg hunt).