A chicken's reproductive cycle begins in her eye. Or according to the NC extension service, it may also actually begin in her skull, or even her skin:
The major environmental cue for control of reproduction is day length. Reception of light for reproductive purposes by the pullet is not primarily through the eyes but rather by the light energy penetrating the skull, skin and feathers and then perceived by an organ within the brain.
My brain, you say?
Light cues tell your chicken's body whether to release a yolk from her ovaries that will be turned into an egg. Even if the winter weather is warm, if there is not enough light, some breeds may slow down laying in the wintertime. VERY cold weather will also slow down laying because more of your chickens' bodily resources have to go into keeping her warm rather than to producing eggs. However, the primary reason for a winter slow down is shorter days.
In addition, autumn is the season your birds will molt and grow new feathers. Since this production takes energy and resources, your birds will lay fewer eggs (or stop laying altogether) at this time while their bodies produce strong feathers for the coming year. If you do want to add light to your coop in the winter, it doesn't need to be anything fancy! Learn more about that, here.