My run is two 10x12 wooden structure runs connected for 24 feet of run. The hardware cloth sides are stapled on then secured with 1x2s. This gives a great base for the 7 mill clear plastic I staple on and then secure with another layer of 1x2s. I live in the Kansas City area so my zone typically gets a couple weeks of sub zero weather but the majority of winter is between 20-40 degrees. During the day I do open the door and lay year the gable ends plastic I didn't replace had openings for a couple square feet total. This gave pretty good ventilation and not much mess. I need to reintroduce some openings, perhaps something with an awning to keep the wet out. 20 chickens make things humid.
I remember several years ago in -10 weather worried about my poor chickens while I was at work. Then through the window at work I saw two crows fight over a piece of dropped pizza and noticed all the other birds running around unfazed. Food,water,a place to shelter out of the breeze and they'll bring their own down blankets. You'll think you have twice as many chickens the way they poof up. Birds with huge combs can get frost bit though so keep an eye out for that.