Since I live in the Pacific NW, it's rare that I am concerned about a heat wave. (I wish!) We have lots of folks from HOT HOT HOT places that can help you far better than I can. What I can tell you though, based on my experience, is this:
Dogs can and do get sunburns.
Each dog is different when it comes to tolerance of high temperatures.
You cannot let them decide for themselves - they often do not make good choices and over heating can result in death. (But you knew that)
Hang on! We have lots of folks that can help you.
Welcome and Congrats on your new family member!