Winter can be a little harder that the better months, obviously, but don't treat her a whole lot different than you would in the "good" season. You don't need to provide heat. That's Mama's job. You can leave her where she is and let her raise any chicks she hatches, or you can remove her for the hatching, then let her raise them with the flock. Or you can take them from her and brood them yourself. Your options really are not that different than any other time of year, but one thing that might be different is that snow may limit space and Mama needs some room to do her job.
If you let her stay where she is, you need to gather all the eggs you want her to hatch, mark them, and give them to her at the same time. Then, you need to look under her once a day and remove any new eggs that show up. If you don't check every day you can wind up with eggs that were developing but died because she got so many she can't cover them all and some were pushed out and cooled off, or you get a staggered hatch, where she abandons the nest and leaves behind perfectly good developing eggs so she can feed and water her live chicks. Wear long sleeves and gloves if you are afraid of her, but it is something you need to do if you leave her where other hens can lay with her.
