The breeds we love and keep today were mostly developed in New England: Rhode Island Red, The New Hampsire, The Plymouth Rocks, and in New York and Wisconsin: The Wyandottes, and in Ohio: The Buckeye, etc.
Cold places. Without electricity. The Plymouth Colony kept chickens, introducing them to the area, as did the earlier Jamestown Colony.
The North American breeds were kept, bred and improved over centuries here without electricity and we have the descendants of those birds today. If the bird had needed heat, it would have gone extinct long ago. The fire danger of a heat lamp and straw is all too real. Won't do a lot for your electric bill either.
I keep chickens here in an uninsulated barn, with no heat and we got to -30 last winter, a couple times and they were just fine. Chicken have been known to sleep outside, in the boughs of evergreen trees, and some prefer to do so.
Just make sure you have lots of upper eave vents or roof vents. Chicken poop is wet and a dozen birds expire gallons of water in breathing. It is humidity that freezes and causes frostbite, not the temps per se. Keep them dry and sheltered, use a heated waterer, and they'll be just fine.
I have 30 chickens in the barn you see pictured. Here's a YouTube of the flock.
Chickens - YouTube