No, and it depends.
Definitely no need to worm them now and it wouldn't do their little insides any good, wait until they are much older.
Your chicks still need heat for several weeks, especially if they are outside even if it wasn't freezing cold at the moment. Which type of heating do you use and how are the chicks housed? And how many are there - a large group will generate much more warmth than a few chicks.
When they get to 7 weeks or so, have a look under their wings to see if there is enough down - chicks often look fully feathered but under their wings is one of te last places to feather up so it's a good place to check.