Assuming they've got a comfy draft-free well-bedded coop they can go into whenever they want, and they don't hate it excessively much for any reason (darkness, stinkiness, too-small-ness, etc) there is really not much likelihood of them getting frostbit outdoors. They will come in when they're cold, generally.
Indoors, you want to make sure you have a DRY AIR (well ventilated to prevent humidity buildup) coop with no drafts blowing at the chickens, and adequate food supply, and a wide enough roost for them to cover their feet with their tummy feathers (wide side of a 2x4 works well). If that is your setup, and you have reasonably cold hardy breeds, they will usually be fine well down into the single digits and often considerably into the minuses.
Best plan IMHO is to keep an eye on them (combs, behavior, etc) and use that as your guide.
Good luck, have fun,
Pat