No, coops do not need to be heated. Birds fluff their feathers at night when they sleep & tuck their heads under their wing. Their feet and legs are covered by their feathers. Down is one of the best insulators on the planet.
Waterers should be heated so the birds have fresh unfrozen water at all times. Keep adequate bedding on the floor and that will keep your birds feet warm as they walk around. All animals & birds prefer free choice access to the outside for fresh air and exercise. If they feel cold they will come & go in & out on their own. So offer them the choice to go out for at least a portion of every day in all but the most inclement weather.
Even though your birds will do fine without heat the one thing that will suffer is egg production. If the birds are using more energy to keep warm they will slow down or stop egg production. So if year round egg production is important to you then heat the coop. The optimal temperature is 40 degrees. It is vital to maintain fresh air & not let the coop become humid or have an ammonia smell. This will guarantee sick birds from respiratory disease.
Two breeds that are not winter hardy and must have a heated coop are "Frizzles" and Turkens, also known as naked necks. These are exhibition show breeds that are bred for feathers that are deformed by growing backwards or having body areas that have no feathers.