I'd think they are feathered as much as adults, but maybe not as heavy for insulation...limit the length of time, keep the door open to the coop so they can retreat into the warmth if they need it...mine kinda just hop and flap around, then go back into the covered area where the ground is clear...not sure how much your babies will like it!
My 8 week olds ventured out on the coldest days but the snow has them stumped. My 40 week olds are not bothered a bit. They scratch around in the snow to get to the grass.