I'd let them go out if they want to, at least during the day. Chickens are pretty weatherproof. As long as they can get in out of the weather when they want to they'll be fine. You might throw them some cracked corn to help them out during the cold snap, it warms them up.
Did you let them out? I was wondering the same thing the other day when we woke up to single digits. I left mine in the coop until it warmed up to about the big 12 degrees F. It was chill to the bone cold. Brrrrrrrrrrrr! Mine love to go outside, not matter how cold it is. They even come out in the snow.
I always open their ramp door and let them decide if they want to come out or not. They usually will. On these bone chilling days I have a 250W IR heat lamp on a timer that is just enough to keep the water from freezing in the coop. The lamp is off over night when the coop is all closed up, they just don't need it.
Our flock has roosts in the coop, but no matter what the temperature, prefer to sleep on the outdoor roost in the hoop run. Their pop hole door stays open so they can get into the coop whenever they want.
We got down into the single digits on Saturday and Sunday nights. I put a heat lamp over the indoor waterer to try and keep it from freezing, but no such luck. Know where the birds slept???
Outdoors...
Believe me...when we first started getting down around freezing temps, I was so worried about the birds being cold. Something just "clicked" when I realized that even in the 30's, they were running around acting like they didn't even know it was cold out. It helped me quit worrying about them so much.
Im back and forth between thinking that our chickens are smart enough to go inside if they are cold....... and wondering if they are so dense that they would just sleep outside until they turned into Chic-sicles!
I gave them plenty of scratch and opened the pop door. Then I went to work.... When I got home they were all in the coop, and as it got up to 33 today their water was unfrozen.
Back to 15 degrees tonight, and due to get colder still....
sigh.
I suppose after this winter I will get to feeling more confident and comfortable with how the chickens will fare, but it certainly is worrisome for me during my first winter as a chicken momma....