Our 20 birds are in an 8 x 10 shed, plenty of straw on the floor, good roosts with no drafts. I feel bad for them when I go out to lock up and they are all snuggled up together on 2 roosts, keeping close to one another. But in the morning they are all cheerful and anxious to go out into the sunshine and have stayed healthy.
Our shed has no electricity and no insulation. Our nights rarely go below 0 and the days are usually sunny, above freezing. But we have had stretches of below 0 nights and below freezing days. The chickens will tend to spend more time in the coop then. But they still seem fine, feel warm when I pick them up, and enjoy playing outside.