The C-Max Energi has similar glow plugs to the FFE and will use them when you're running in EV Only mode.
If its really cold out (like it is now here in SE MI) the C-Max completely disables the EV modes and runs the engine because the electric heaters simply can't keep up. Even if I remote start the car in this weather with it plugged in it will still start the engine (sadly you can't heat more effectively that you can with fire).
I did that last night: remote started the car to heat it up for a good 30 minutes while it was plugged in. Even though it was plugged in it still ran the gas engine and the electric heaters. In that 30 minutes my battery was down a good 10-15%.
Thus the answer to your question is: Yes it does, and it does eat away at the range (my full DTE for battery only right now reads a paltry 10 miles). It also uses the gas engine when the heater can't keep up.