Edouard,
Heat pumps are great down to about 20-30˚ where they start to lose efficiency. Below that, the systems rely almost entirely on secondary heat. Ours happens to be an oddity, an all-in-one unit that uses electric heat strips. There is nothing inside my house. The unit looks like a rooftop unit, with ductwork going into the house. So in the winter, it takes my 70˚ inside air, pumps it through the wall via insulated ducts to the heat pump. There it tries to heat it with the primary heat pump, and if it can't uses the heat strips. These are three 1500 watt toaster-like elements that the air passes through on its way back to the house.
As you might imagine, heat loss due to the insulation of the ducts and the unit itself is considerable but unavoidable. On top of that, our house was built when electricity was cheap, so the builder did the bare minimum insulation. That's why it struggles to keep the house warm. 80-90% of the year, the heat pump works great.