We just started putting a heat lamp just outside the door of where they sleep to take the edge off on really freezing nights.
Lori,
I am not a pro at this stuff, but I have experience with IR heat lamps.
Some heat lamps generate heat, so they need to be a fair distance (3' - 5') from any flammable objects like bedding or wood. Such lamps
also heat air. Incandescent, halogen, and some others work that way.
Other heat lamps are Infra Red (IR). These heat only the objects their light falls on, so can be closer to bedding (18")
but do not heat air.
So check what kind of heat lamp you got. If you're thinking it will warm the air as it goes into the coop, it may not (if its IR). However, if you got IR, since you can put them closer to objects, you can concentrate their warming ability and create a warming column in front of a door/shoot, w/e. But if you have winds reaching the area your light is affecting, it will not work.
I have an IR (par 175) heat lamp over my automatic watering bowl. The lamp is 18" from the bowl, but 10" from plastic electrical tape, plastic pipe, and heat tape. None of those easily melted things show any effects from the heat lamp, and my water has stayed liquid down to OF (lowest I have had so far)...no sign of any freezing at all. In the coop I have a single IR heat lamp, 4' above the ground, and it heats an area of nearly 7'x7' just fine. Again, wind control is key, IMO.
If you're really concerned about your kids during the up-coming cold spell, have towels ready to cover over any spot which could allow wind in. Check them regularly, and if you see any signs of frostbite, cover all your wind openings with those towels. Plain old incandescent light bulbs can prevent freezing also, as long as there's no wind. A light socket, 100W bulb, and some wire can make a quick make shift heating source, just put it high enough away from the bedding (3'-5' above).
FWIW, CFL's provide no heat, nor heat agitation (which is how IRs work)
Cheers,
Russ