A heat pump will always generate a small amount of heat just from the compressor running, but most of the time that’s a lot less energy than is being moved. As the outdoor temperature drops the delta between input and output air temp will decrease until the difference is entirely from generated heat in the compressor. Most designs would turn on extra resistive heating once the output temperature drops below your set target though. Modern designs are capable of moving a reasonable amount of heat even down to at least -25°C / -13°F now though.