The plus side it, since you only have 3 tiny girls, you CAN move them in if needed. I LOVE having an insulated coop (eases my mind quite a bit in severe weather), so I would strongly suggest it (but be sure you still have ventilation available overhead). If you get much winter wind where you are, I'd try to position the coop so that it's blocked from that. If they have a small run, wrap tarps or something around most of it, so they can get outside for a bit. Depending on how tall your coop housing is, using a lamp may not be safe (because you want at least 18 inches clearance from pretty much everything). Lots of bedding to snuggle down in will help.