if your hen house is waterproof and draft proof and full of cosy bedding then they should be okay. That's the most important thing. They'll all snuggle together to keep warm so the more hens you have, the warmer they'll be. As we only have 5 girls, we throw a few packing blankets over the top of the coop to insulate it, if it's going to be a really cold night.
these are what i mean
http://www.packingblankets.co.uk/index.asp my husband works for a furniture company so we got a few free, they're really good. Not so good if it rains though :-\
Make sure you don't block any ventilation holes in the coop if you're going to cover it with something.