Do Helicopters have heated cabins?

Yes, almost all helicopters are heated and as long as the doors and windows are kept closed they can be reasonably warm in temperatures down to - 30 or -40.

The type of heater depends on the type of helicopter engine. Most turbine powered helicopters (eg, Bell 206, Eurocopter AS350, Sikorsky S76, etc.) draw "bleed air" off the compressor. Bleed air is simply air that has been heated due to compression before it enters the combustion cycle of the engine. Use of bleed air increases the turbine temperature, but that's not usually a problem at cold outside air temperatures (OAT). They don't work very well at low power settings because of low N1 or NG speed.

Most piston engine helicopters (eg, Robinson R44 and Enstrom F28) are heated by warm air coming off the outside exhaust manifold or cylinder heads. There is a risk of CO entering the cockpit if there is a leak, so a CO monitoring system is required. Some turbine helicopters use a similar "muff" heater over the exhaust stack to recover some of the exhaust heat.

Another type of heater that can be used in any helicopter is an internal combustion furnace (eg, Janitrol) that is a small furnace that runs on the helicopter's fuel (gas or jet) to deliver heat to the cabin. These are also susceptible to CO, but the advantage of these heaters is that they can be operated independently of the helicopter's engine(s) to pre-heat the cockpit.

some do, some don't.

large helicopters meant to operate in cold enviroment sometimes have autonomous heater, or A/C for hot enviroments.

if you google image of Mi-17 from the right side, the cylinder at the cargobay level behind the cockpit is the heater. it's essentially the same thing like the autonomous heaters of cars. we don't use the hot air from heatsinks- short of unintentional heating of the cabin with your avionics. i guess the small helicopters like r-22 possibly use that.

then, plenty of other helicopters simply bleed hot compressor air and use it for heating (the other type i'm flying)

as for the A/C for our Mi-171 in A-stan, the general due to sign the modification said " guys, don't pimp this into a BMW" no a/c, except of open doors.

when the ramp is down (ch-47) the flow inside of the cabin is intense. there's video online of engine fire of -46 or -47 with open ramp from inside the cargo bay. google that