Well the way our coop is set up is a little different. We are in the middle to northern part of Puget Sound, so we get the cold and the winds in the autumn and winter <and spring lol>
So we have removeable window coverings made of plexiglass that go over the windows on our doors. They stay on most of the year, but in the summer we take them off. The window itself is made with hardware cloth and is very secure. The back windows we have covered atm with wood, leaving about 1" from the top open for ventilation. We ended up doing that cos of the girls beign a bit noisy, and this helps to cut down the noise a little from heading in the direction of the back neighbours lol. It also helps keep the rain out as well as the winds etc. Birdies havent been fussed since we put it on. When the weather gets VERY warm we remove them...again the windows themselves are made of hardware wire and are very predator proof. We've never had any signs of the coop being too humid or damp etc, so it seems to be good!
So long story short, most of our windows are closed somewhat, but there is plenty of ventilation still there, and they are able to be opened as needed. In the winter tho, we do put a clip on the front windows to keep the plexiglass windows from popping out cos of the wind etc. Not that there is a hard breeze in the coops or anything ! But just occasionally a pressure change makes them go pop. But really all in all the birds dont seem upset, they seem happy and they get plenty of light, and stay dry. We dont usually have to worry about the temps dropping to very cold temps...its extremely rare that they do! Normally it gets about 25ish Farenheit in the evenings as the lowest...but last year it was very very cold!! Like 5-9 degrees!! They still did fine tho and there were no issues in ventilation. We do have a heat lamp tho that has a special spot in the coop for the special occasions it is needed.