OK,
If the lamb is under twelve hours old it will have, within its body, brown adipose tissue - basically an iternal energy source for emergency use. In this case you can warm the lamb first as it has an energy supply within it. The lamb will need energy as soon as its metabolism gets going again and the brown tissue provides the energy needed. At this stage the cold is what will kill it.
Over twelve hours old and the brown tissue is all gone. So as soon as the lamb starts waring up it needs energy. Unless you provide that before warming by feeding, then the lamb will become hypoglycaemic ( low blood sugars) go into fits, where it pushes its head back an paddles with its legs and then it will die. You must feed first to prevent this.
Is that clear enough?