Once it gets nasty blustery cold outside then food and water inside are good, and might be needed so they eat and drink enough.
However, if your run is sheltered from snow and wind then the food and water could stay outside. Keeping food and water outside help keep rodents out of the coop, help reduce the humidity in the coop, and keep the coop cleaner. Also, it will give you more coop space and lower fire risk if you use a water de-icer.
Once it gets really cold (under zero F) they might need a light on in the coop to make sure that they have enough time to eat and drink.
They will not eat or drink in the dark.
I find 10 hours is a good amount of daylight.