If you are taking her outside, you need to put a coat on her. Those temperatures are way too low not to! And because she is kept inside for most of the day (I assume), she is probably very keen for a run-about when she gets outside. If you want to allow her to go outside when it's that cold, definitely get her a coat.
If you want to keep her inside for most of the bad weather, invest in some washable pee pads and teach her to go on these. I don't like the kitty litter idea because it smells and I've never heard of someone who successfully taught their yorkie to use one. But pee pads are great and mine use them. I wouldn't have an 'inside' dog without pee pads or at least an inside potty spot.
Hope that helps
