I would turn the heat on any time it was below freezing until my chicks all had really good feathers, not the patchy dinosaur stage, so unti 8-10 weeks maybe. If it was really nasty out (for me it was April/May snow storms) I'd lock them in the coop for the day and would only let them in the run on warm dry days. I think the key is to try and keep them dry because they are still small and can't generate a lot of heat on their own.