I am also in Utah and no your chickens do not need heat. They did not get any heat inside the coop. But I did have a heater for the water that was out side of the coop. Worked great never froze. And I would let them out if they want to. Six birds in a 4x4 coop and they might get stir crazy and pick out each others feathers.
But if you want them to lay in the winter then you need to give them 14 hours of light a day. I just got a very low watt LED bulb. It does not provide any heat and I bet it cost me less than a dollar to run it a year. I have it come on at sun rise of the longest day of the year and stay on for 2 hours and then turns off. Then It comes back on at a half an hours before sunset of the shortest day of the year and then back off a half an hour after sunset of the longest day of the year. So the led bulb only runs about 5-6 hours a day.
But if you want them to lay in the winter then you need to give them 14 hours of light a day. I just got a very low watt LED bulb. It does not provide any heat and I bet it cost me less than a dollar to run it a year. I have it come on at sun rise of the longest day of the year and stay on for 2 hours and then turns off. Then It comes back on at a half an hours before sunset of the shortest day of the year and then back off a half an hour after sunset of the longest day of the year. So the led bulb only runs about 5-6 hours a day.