It looks like you have a really well insulated coop! As the winter progresses, just make sure you don't have humidity build-up in the pen or run. Cold chickens do just fine. Cold and damp environments are where you run into issues like frost bite and respiratory disease. 

Chickens are really good at acclimating to winter temperatures, especially heavy-bodied breeds like Orpingtons. They produce enough heat that they'll keep warm through the winter, and if they get cold, they'll huddle together for warmth. Heat lamps are not recommended with adult birds because of the fire hazard they present and because if your hens are not acclimated to the winter temperatures properly and the light goes out, it can cause a dramatic swing in temperature that can cause them to get sick.