It doesn't get cold enough here to worry about my birds, but I've asked the question before myself.
Some folks put Vaseline on the combs and waddles, to keep them from frostbite. Have fun with that!
Often, snow accumulated on the roof--if not heavy enough to cave it in--is enough of an insulator.
Don't let ventilation get blocked by anything--snow, insulation wraps, etc.
Make sure they have plenty of water (not frozen!) as water is important for their metabolism to keep them regulated.
As long as they have dry bedding in a draft-free coop, they should be okay. Remember, they've got down coats on!
Too much heat can probably cause as many problems as too much cold, so make sure they can move out of the heated area as necessary (different temp zones).
Good perches will let them cover their feet.
The key is dry and ventilated, but draft free.