Some other ideas too: Scrap plywood, roof tin, canvas or 6+mil plastic sheeting can also be used to cover one or more sides of the run. Personally I like the plastic sheeting best, if you're going to use something solid like that, because it keeps things bright and well-lit; if you staple it THROUGH duct tape it will stay pretty well IME.
If you use burlap instead of a tarp it is less wind-load on the run walls (do not underestimate the force of wind!) while still giving pretty good windbreak effect. If you are at all unsure about how strong, rigidly-square or well-anchored your run fence is, this may be a good option to consider.
A roof is nice in Northern areas, but it really does need to be designed/supported *as a roof* i.e. easily strong enough to support snow load.
For times when the weather is very cold but the ground either is bare or is icy with packed-down snow, strewing some hay or straw outside will make things warmer for the chickens' feeties and thus make them more apt to go out. Be aware that this will suddenly develop a tremendous overpowering stench come spring thaw, and need to be removed (somewhat laboriously, as it will be quite waterlogged) ASAP when that happens, but in many cases it's still real worthwhile.
Good luck, have fun,
Pat
