I've kept a variety of poultry over the decades, in zone 4b/5a for the last decade. I currently have Salmon Faverolles, Silkies, Cochin crosses with feathered legs/feet, and a few breeds with clean legs but muffs/beards. Plus geese, ducks and turkeys. My coops are open every morning, regardless of weather. runs are only partly covered, so there are some dry areas and wet/snow covered areas. Keeping them dry isn't always easy, especially one Faverolle and 2 Silkies that seem to love to hang out in pouring rain. I have had to towel dry a few times, and I also sometimes trim the Silkes' faces/heads to keep them from getting soaked, but I haven't had any sick. I don't trim feet unless they're impeding their mobility. Deep dry bedding inside a draft free coop is very important, as is proper nutrition and pest prevention/treatment. And although they're not the brightest creatures (especially Silkies) mostly they do know go in when it's miserable out. Frostbite is usually a result of too little ventilation in the coop, because birds produce quite a bit of moisture. Keeping a water source inside can also increase moisture, though auto waterers are much less likely to. Breeds with small combs and wattles are less prone to frostbite on their faces, but if you're concerned a light coating of vaseline or another similar product helps. And perches that are wide enough for them to have most of their foot flat under them are better at protecting their toes. My old Bielefelder rooster got a frostbitten comb a few years ago and lost the points, but he had a huge comb. He healed well, just looks different.
It was -32C here yesterday, and very few were out long. Today it's 0 with the odd bit of rain/snow and they are all out scratching for grains I've scattered in the straw I've spread out, to prevent boredom.
When I first started into poultry I read and followed all the books I could. My first coops were Fort Knox and probably better insulated than my house. After a while I'd met enough farmers/poultry breeders to gather info from, and relaxed. They're a lot tougher than the books tell you. Though when my kids and I showed our birds we did have to make sure they never got any frostbite severe enough to cause damage to comb, wattles or toes. We also had to keep white birds out of the sun to prevent yellowing, the show rules have nothing to do with health.
I've raised turkeys for decades so can give a few tips for sexing older poults/adults. Females have feathers farther up their neck and just the head is bare, while males' necks are basically bare (a few stray feathers) before adulthood. Males necks, heads and wattles turn brighter colours than females, and their snood (the little dangly bit above the beak) elongates when they're excited. Some breeds of turkey females grow beards frequently. I've had a couple with longer beards than the toms. Males always grow spurs, but it's rare for a female to. Females make different sounds, sort of like "yulp yulp". Young birds, both male and female will display and dance, and even the odd adult female will but their tails aren't as wide and are usually longer and narrower at the base than males'.