Photos of your shed?
I don't think you will have to provide additional heat. The shed will provide shelter and protection from wind/elements.
If the shed is ready, add a deep layer of bedding - pine shavings, straw - your choice. You've done this before...you got this!
You have a heated waterer, all you need is a feeder.
For roosts, depends on the health of the 4yr old ladies, if they can roost a simple 2X4 secured across a corner or the back wall will be sufficient.
Nesting boxes? You can buy those premade - look at TSC or online. A deep dish pan or two in the corner will work too.
You can use a Permethrin based poultry dust or spray to treat for lice/mites. Since it's winter,
dust is better, imho. As for worms...you can use Safeguard liguid goat wormer or Valbazen. We can help you with the dosages.
For food. They are 4yr old hens - you can feed layer feed or an all flock feed. All you want is a nutritionally balanced poultry feed. If they are in poor condition, poultry vitamins in the water for a few days or you can add them to a wet mash. It takes time for chickens to lose condition and it will take time to build them back up. It's tempting to want to get treats/offer goodies, but they need to eat their normal feed for the most part. Provide oyster shell and poultry grit free choice.
As for not having a run, that may be a little more difficult - what is your yard situation - do you a fenced in yard?
Once you get them settled, inspect each one. As you see any issues/concerns, post them, ask questions. We will try to help you in any way we can.