Chances are pretty slim but there was a post just a few days ago suggesting that pretty much a whole coop load got toasted. I'm not sure where it is but search for lightning and it'll be the most recent one probably.
Up a tall tree is a good place to be, the discharge travels down the tree between the bark and the trunk, boiling the juice inside and then blowing the bark off.
Being at the bottom of a tree is a bad place to be, the discharge carries on through the root system charging the earth around it and anything standing thereon.
If they are roosting, off the ground, they should be OK unless you get a direct hit to the coop, if they are sitting on the ground especially near anything conductive, then as the charge dissipates to ground your little chooks may get fried before their time.
If you were really worried, you could build a Faraday Cage round your coop.