It's true, they don't get cold like we do.
My 18 week old White Giants still can't stand being out of the shade of anything, even when it's been in the low 30's in the mornings until close to noon. They're more than warm enough to survive what we would have trouble surviving in, low temperature-wise. About the only time they'll walk into the sunlight from any shadows is when I throw a mini bucket (~ 1 qt) of cracked corn out in the open in the grass somewhere so they'll scratch up the turf for me and fertilize the area a little. I do this in a different spot every day until I've covered all the areas I want fertilized, then start over at the first spot again (it'll take about 3 weeks for me to get back to the first spot, so I won't be wearing anything out at all). This also teaches them where all the nice clover patches are so that when it does get cool enough for them to walk in the sunlight without burning up, they'll know where to scratch for clover and good grass and such. We get a snow or two usually in February some time, but the rest of winter here it averages 35 throughout the winter months and in a little more than 25 years we've yet to see the chickens go back into the coop during any time of snowing unless it was time to go to roost. I've simply not seen any indications, ever, of my chickens getting cold. In the summer they even come *out* of the shade to walk around when it's raining to stay cool! Most days though, winter or summer, they can be found resting under the cedar trees (we have a huge grove in front of our house that hides us from the road, about 50+ 30 foot tall cedars and *only* cedars) rain, snow or shine.