Coats that are made for dogs do keep the dogs warmer than they would be without a coat even though they have fur which is there natural coat.
But your dog will be much warmer when going outside when wearing an additional coat made for dogs.
However the dog coat still won't protect the dog from dying of freezing cold weather so a dog should still be brought inside the house in extreme cold weather but having the dog wear a dog coat can help keep them warmer when you do have them outside.