They have an onboard timer that can be set, there is also a wireless connection, but depending on how old and what cell systems are active in your area, it may or may not function.
The onboard timer will always work, you set when you want to heat and it will.
That said however, if you pre-heat without being plugged in you can greatly reduce the driving range.
I don't pre-heat even when I have the option, it gets cold here also -20F, but I have a 2015 and a small pack so don't want to give up any of the range in the cold. I do park under cover, however.
If you use the power to pre-heat, it will not be there for the traction motor. With capacity drop in extreme cold, I feel it isn't worth it.
If you are only going a few mile in town, and can afford the loss of range, then may be it is worth doing.