Chippy chick, you don’t necessarily need a window though it’s nice, especially if you have the means to shutter it in inclement weather (ie wind, rain, blowing snow, etc.). I made a quick move of my flock from their pretty coop to the (cleaned out) storage shed last fall, just before a big snowstorm. They were fine in their little coop but they were hardly ever in there except at night. With the impending storm and the likelihood they’d be all cooped up for a few days, that wasn’t going to work.
They’d been in the shed two days when I saw/heard them pecking at the metal walls. Little rivulets of water were running down all over. Oops! The move was so hurried (I literally got them in there just as the wind picked up and the snow started stinging) that the thought of condensation never occurred to me. Luckily I had some stray screened vents lying about. DH and I were out there with the reciprocating saw cutting holes in the still-icky weather. We just put two small vents: fore and aft. It was enough, tho. No more beads of water to amuse the girls.
Light is good. I wouldn’t want to sit in a dark coop all day in any circumstances, let alone with a scary storm blowing all around me. I run an outdoor-rated extension cord from the house. It powers a bucket deicer and an LED lamp on a timer, in a trouble light fixture. Our low this winter so far was -14, and it’s been below zero (Fahrenheit) with a fair degree of frequency. The girls don’t seem to care. They don’t like the wind, though.
Sunlight is the great natural disinfectant of the earth. Very helpful. My chicken shed has barn doors— a royal pain since the girls are always filling up the tracks, but they do let in the sunlight all day as long as the weather doesn’t come from the south (which is rare and usually means a serious, unanticipated blizzard). I’m planning to replace the existing doors with insulated greenhouse panel, top-hung ones in the spring, along with wood siding and a chicken-sized door for the side.
Anyway, I’m getting off-track here. If you want to cozy up the coop. I’d put in straw bedding—lots of it. Straw is hollow and holds some heat. You can get it at farm stores, feed stores, etc. Hay is good, too. I use a mix of both, plus pine chips, and fluff/turn it with a pitchfork or hoe every several days. I use deep bedding, so everything stays. Nothing smells bad. If it does, it just needs turning and another layer added.
Vents at the top of the coop are really vital. A way for a significant quantity of sunlight to shine in will help keep things healthy inside—you could use windows, see-through doors, skylights... whatever is easiest. I made my roosts from 2x4 lumber, broad side up. That way the birds can sit on their little toes to keep them warm through the nights. As everyone has said, they can take a LOT of cold so long as they’re protected from wind and drafts.