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.
That was a big discussion when DS9 first came on. As you recall, Odo changed into a mouse and back, and the guy (whose name escapes my mind right now) in charge of the Nitpicker's Guild liked my suggestion that that must have been one heavy and hot rat if it compressed all of Odo's molecules into one-twelfth the size!