They will be wired to be on always I'd think as they don't consume much power.
Edit:- I'm sure that if you are retro fitting them, you would need to buy a suitable cable set, I'd think that they only come with winter pack. I'm sure that my 2011 B8 S4 does not have them - but have not actually checked. I've forgotten where the washer jets are located, but if they are on the bonnet, if heated jets are fitted, there will be signs of a cable form working its way up from the body at the hinge areas.
That is sensible, but they would need to switch on during dropping temperature maybe to make sure that they are doing what they are meant to do when freezing conditions approach. It would be nice to think that Audi has done something that fits in with that, I've never ever noticed any difference in performance between a car with heated nozzles and a car without heated nozzles in Northern UK winter conditions, I always keep the washer fluid mixture fit for conditions.