If they're running around they won't be cold. Looks like you're doggies (two of them anyway... what's the third one's coat like?) have good thick coats. If they have double coats (an undercoat that sheds out in big clumps in the spring) winter is their season, and they can be outside for quite awhile just fine.
It depends how cold it is though and just how your dogs feel about being out in a yard. I'd say checking on them every 30 or 45 minutes and seeing if they want to come in or not is a good plan. If they want to come in it doesn't often mean it's because they're cold but just not outdoor kind of guys. The dog I have now LOVES to be outside whatever the weather. The one I had before him though wasn't much into being in the yard unless there was something interesting to look at or play with. In the summer he didn't even want to go out to go to the bathroom until after the sun went down or just as it was coming up. He hated summer and always wanted to be inside in the air conditioning though he still wanted to do his walks late at night.
Since they've never had a yard before they might just not really know what to do with one on their own. Have some good outdoor sort of toys out there all the time for them to play with if they want... various sized balls are always good. Make sure they always have a giant bowl of clean water in a container they can't tip over or wedged somewhere so they can't tip it over, and when it gets really cold keep breaking any ice that forms or replace frozen water in their bowl... as long as they're outside they always have to have water to drink.
Have some good solid shelters for them to get out of wind or snow or rain. My dog doesn't like his, so if it rains he lays down on the top step that has the awning overhead. He doesn't care about wind or rain and loves snow anyway though since he's just an outdoor kinda dude.
If they want to come inside they'll be close to the door or bark or scratch on it to come in when they want. I always have to check on my dog periodically to see if he wants to come in because he never does anything to let me know... he'll just doze on the top step until I show up.
Check the whole fence line to make sure they can't get over or under it, and if you have a gate keep an inside latch or lock on it that they can't figure out how to work and no jack ass thinks it would be funny to let them out.
I think it's a pretty good idea to check on what they're doing out there whatever the weather every hour or half hour just to make sure they're ok... and haven't disappeared or gotten into mischief or whether or not they want to come inside.
If your third dog is short haired they can't take the cold anywhere near as long as your hairy guys can especially if it's windy or rainy or snowing. A short haired doggie should have a coat in the winter. A short haired dog can get cold pretty quickly if they aren't running around.
I'm so accustomed to my dog being in the yard a lot that I'm not even really conscious of checking on him to see how he's doing, but I know I do it and more often in icky weather (although he doesn't consider snow icky). Even in icky weather most of the time he still wants to stay outside.
Just observing them periodically like you've been doing will teach you everything about how long they like to be out, what they do out there, which one wants to be outside more than the other and under what circumstances, what weather they like and what they don't, how or if they let you know when they want to come in, etc.
I also put a rug on the top step for Yoshi in the winter since it's stone and gets much colder than dirt but since it's under the awning it doesn't get wet. They need something warm and dry like that to lay down on in the winter though if you get them shelters that would take care of that.
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