It is not really necessary (I live in Canada) but do what ever you choose ventilation is more of a priority and make sure you have a cold hardy breed of chicken. Insulation does also help in the hot summer days you will find.
Here is a link to my weather last winter
https://www.backyardchickens.com/t/738994/chickens-arctic-conditions-prolonged-period
Here is a link to my weather last winter
https://www.backyardchickens.com/t/738994/chickens-arctic-conditions-prolonged-period