While quail can tolerate cold weather better than some other poultry, they still need access to sunlight. Quail need at least 4 hours of sunlight each day in order to stay healthy.
But if you want them laying eggs, they need about 14 hours of sunlight. Here in Nova Scotia, around the middle of September, I notice that my birds' egg production starts to really slow down.
Sunlight is important for quail just like chickens. It helps them produce Vitamin D which is essential for calcium absorption, which is necessary for strong bones and good egg production.
If you need eggs all year long, then yes, provide your birds with additional light! There are many different lighting options available, pick something that works best for your needs.