The "hen" of my hen and chicks plant seems to have a sticky white substance coming out of it. Would this be from root rot? Fruit flies seem to be attracted to it. This is an indoor plant.
Check your plants carefully for pests such as aphids or scale. They both produce honeydew, which is a sticky substance.
https://www.gardeningknowhow.com/garden-how-to/info/what-is-honeydew.htm
https://www.gardeningknowhow.com/ornamental/cacti-succulents/hens-chicks/growing-hens-and-chicks.htm
Should I do anything to them if I leave outside in winter
They are hardy in your area, and in fact, down to zone 3! They will go into a dormant state over the winter, and not much will need to be done. Just make sure that they don't remain wet, constantly.
https://www.gardeningknowhow.com/ornamental/cacti-succulents/hens-chicks/growing-hens-and-chicks.htm
I have an established apple tree: would like to put hens and chickens around the base. Is this healthy or not for any tree?
That, particular, species would be fine to put around the base of your trees. It wouldn't harm anything.
https://www.gardeningknowhow.com/edible/fruits/apples
https://www.gardeningknowhow.com/ornamental/cacti-succulents/hens-chicks