A heat pump is basically an A/C running backwards. It has to have a heat source to pick up the heat and move it indoors. If the outside temperature is too low, typically about 35 to 40 dF, the heat pump will shut down and go to auxiliary heat.
The definition of air conditioning is the removal of heat from an area where it is objectionable and rejecting it to another area where we don't care. In the case of a heat pump, we want the heat in the out side air, so we use an A/C unit in reverse mode to take advantage of this ability and reject the heat indoors where we want it. Once you are around 40 dF, there is not enough heat available in the outside air to make the system work. You will see the outside coil ice up and you will have to shut the unit down, or some actually have electric heaters to deice the coil.
This is a pretty simplistic explanation, but hope it helps.
Ken