The main reason for ventilation in the coop is for fresh air to come in and out, taking away the ammonia fumes coming off their droppings. This is important as breathing the ammonia is not good long term.
If you're propping open windows with a stick, what keeps the predators from coming in through a window? If you need to close the windows, put ample vents in, secured with hardware cloth. There are formulas out there to figure out how many square inches of vent you need for the number of square feet of coop you have,
Our coop is uninsulated built of wood. The boards are rough cut, which allows for small gaps of air throughout the coop. Plus the metal roof doesn't lie totally flush with the pole framing, allowing for some larger air gaps near the roof, where you want it.
The designs I've seen is you generally want the ventilation to be up high, above the roosts, this allows for the (rising) ammonia to flush out and yet keeps direct drafts off of the birds. Some people also have vents down near the droppings. Anything but vents at the level of the roosts where the birds will sleep at night.
Our roosts are round posts, about 3" diameter, none of our chickens experienced frostbite on their feet last winter (-9F w/o windchill factor), but a few did get nips of frostbite on their combs, nothing that didn't heal.
Particularly if you're planning to heat their water to keep it unfrozen, I wouldn't keep it in the coop. The evaporation of heated water will increase humidity, which could increase frostbite or other problems. They'll be fine without water until you open the pop door, unless you're a real late riser in the morning.