I kept mine warm by making sure they were always well fed and well hydrated. Then they could manage their feed intake for nutrition and the warmth from digestion. And they had plenty of water to help with digestion and to have a good blood volume to help keep their featherless parts warm. And places to get out of the wind if they wanted to - especially the places they wanted to roost.
Otherwise...
They have down coats protected from wind and some precipitation by stiffer feathers. They can adjust how much warmth they conserve by things like changing the angles of their feathers.
Also, the ability to adapt how much heat their muscles generate (if they have been exposed to cool temps - that part takes some time to develop.)
Also, by things like exercise, huddling, finding microclimates, and facing into the wind.