Obviously when impersonating a humanoid, a skilled changeling would emulate all the physical qualities of that species, including internal organs.
But in episodes like The Forsaken
and A Simple Investigation,
Odo makes statements about how, in "Odo-form', he lacks internal organs (like a heart or a digestive system). Lwaxana does mention that he 'looks warm' as he starts to lose integrity.
Kira said he's a 'solid' 18 hours a day. And he must have some sort of skeletal structure to hold himself together. But do the cells of a changeling self-generate heat? ...Curious.