I basically did that on my baby coop, and will be doing plexiglass on the big coop vents soon. I just have a piece of plexiglass cut so it is just a bit bigger than my vents (like 1" bigger all around), and drill holes about 6" apart all the way around. Then just screw the plexiglass into your siding. Cuts the ventilation down for winter, and keeps the extra light. If your vents are not too big, you don't have to buy the really thick expensive stuff.