Overwintering full-sun trees indoors is similar to keeping bright-light houseplants, except the trees are usually larger and sometimes less tolerant of dry indoor air. They will want bright light in Winter, especially in more northerly climes where the day length will be shorter. Put them inside behind your largest and sunniest south-facing windows. East or west windows may suffice if necessary. North-facing windows only as a last resort. Even though they want sun, do monitor the plants after moving them to make sure there is no leaf scorch developing from the sudden transition. Also monitor them for pests, such as spider mites.
For awhile, in Autumn, you can indeed move the trees outdoors for the day, and take them in at night. The trees may enjoy it, but that is a lot of extra work, so you decide.
Artificial grow lights can also be beneficial, but they are a significant expense and will require some study and experimentation to be used most effectively. I doubt you would need an extra heater unless your house stays remarkably cold in Winter. You may consider using a humidifier; depending on the species it could be a big help or completely unnecessary.
