Hi, welcome to byc!
As long as you choose your breeds sensibly, they will be FINE in wintertime. They need DRY coop air and no drafts blowing at them, but under those conditions winter-hardy breeds can really tolerate a considerable bit of cold.
It is always wise to insulate (you don't *have* to but your chickens will be comfier), the ceiling as well as the walls. Make sure you have purpose-made provisions for wintertime ventilation, e.g. long openings at the tops of most or all of the walls, that can be covered with weatherstripped sliders or flaps according to what you want open for today's weather. If you close the coop up too tight you can actually *produce* frostbite that way, by making the air humid. (Ammonia buildup can also predispose chickens to respiratory problems). If you design your coop to acquire and hold heat well, it can stay significantly warmer than the outdoor air.
You will want to run electricity to your coop if at all possible, mainly to run a heated waterer base to keep your waterers from freezing. (You don't NEED this, it just makes your life easier). Having electricity out there, you will have the ability to put a lightbulb over the roost if worst comes to absolute worst -- but I seriously doubt you WILL need to do that, if you have taken all other sensible measures first
Really, people keep chickens in MUCH colder areas and they do fine. Yours will be fine too
Good luck, have fun,
Pat
