If you can put a heat source in the coop, check the temperature with a thermometer for a few days, and you can move them out as soon as you have part of the coop as warm as what they are used to. The whole coop does not need to be that warm, just one corner under a heat lamp or under a brooder plate.
They need a place to warm up, which should be big enough for all the chicks to snuggle in at once, but otherwise they should be fine running all around inside the coop in the cold. Keep the water close enough to the heat that it does not freeze. Yes, you could even move them out at their current age of 2 weeks, IF they have a spot that is warm enough. Some people brood chicks in their outdoor coop from the first day, in all kinds of weather, with an appropriate heat source.
I would put bedding in the coop, but keep the pop door closed for a while longer (maybe a few weeks, or maybe until the weather warms up in March-- it would depend on how sheltered the run is, and how much the chicks seem happy inside the coop. If they have plenty of space inside, they do not really need to go out into the run.)
And yes, I probably would put up the roost so they can experiment with it, although it's not a big deal one way or the other.