My entire run is sheathed with plastic for the winter months so they are protected from winter winds, snow, ice and all that fun stuff. Their food and water are always kept outdoors regardless of the season. All it will do is cause a mess, excess moisture = humidity and split food attract vermin that would normally be outside of your coop. A lot of folks put it inside, that's fine..just not in my camp. Think by providing them with an enclosed space out of the wind you'll make your life a lot less stressful thinking about it. 20 F is nothing to concern yourself with.
