Hello there and welcome to BYC!
Good ventilation removes all the moisture from the breathing and the pooping out the roof of the coop. A draft is any cold air that is blowing on the birds. So what you want to do is seal off all cracks in the walls near the roosting area, have the birds roost low to the floor and 1 square foot per bird in your eaves of the coop. Chickens can stay warm in brutally cold temps if they can stay dry and out of drafts. The birds themselves put out a lot of heat around them, making a bubble of warm air. So any draft is going to disturb this bubble of warmth. But the warm moist air from the pooping and breathing will want to rise. If you have proper venting on both sides of your eaves, this moist air is going to rise and be picked up by this positive airflow and be taken out of the coop. With out this good venting, this warm moist air is going to rise, chill or freeze and fall back down on the birds as water or frost. Wet birds are very cold. Dry birds stay warm. So allow enough room between your low roost bar and the ceiling, this way your vents do not create a draft around the birds. Relatively still air around the birds.
I like to tack an old towel around the roost bar in the early winter. Warm feet mean warmer birds.
Now on a really windy night, it might warrant to close off SOME of this venting because there is a lot of air being sucked around inside the coop. You will want to slow the air down inside the coop. But no matter how cold it gets outside, NEVER close all the vents off. You are not trying to keep the coop warm. You are only trying to keep the birds dry and warm in their little bubble of air. The birds need to adjust to the cold temps, so no insulation is needed in your coop. They should be able to go outside every day even on the coldest of days. And there shouldn't be a big temp difference if any between the inside of the coop and the outside temps.
Now, if your over night temp is going to dip 30 or more degrees off your average low, then you might consider one small heat lamp. You are not trying to heat the coop, but bring up the temp a few degrees around the birds. If you do use a heat lamp, use infra red as this wave length does not disturb the sleep patterns. ALWAYS permanently attach the lamp to the wall and do not rely on the clamp only. Lamps can fall very easily can cause a fire.
Good luck with your flock and welcome to ours!