To insulate: apply insulation
No really, it is about that simple
You can use batts (fiberglas or rockwool) or rigid foamboard; either one will need to be covered by something so the chickens don't peck at it. Obviously the windows and ventilation openings will not get covered in insulation. That is perfectly totally ok.
To ventilate: ventilation is air exchange that doesn't bother the chickens. Draftiness is air exchange that does
, usually in the form of 'cold drafts aimed right at the chickens'. The easiest way to get ventilation without draftiness, in a full-height coop, is to put yer winter ventilation openings high up on the walls, preferably protected by roof overhangs so the snow and rain don't blow in so much. You'll want them on at LEAST two opposite walls; on all 4 walls is much better. Hinged or sliding covers will let you close off openings as the weather requires (you will very seldom want to close off *all* ventilation, and then, not for long). Additional ventilation area for summertime use is an awfully good idea too, be it openable (predator-proofed) windows, large screened openings in the walls that you cover with flaps or doors during winter, or etc.
The thing to remember is that dampness is really bad for chickens (frostbite, respiratory disease) and chickens produce VAST amounts of water vapor (as well as ammonia fumes). Truly, you cannot believe it til you've seen it
Yes, you will lose some heat in the process of allowing ventilation in winter, but unless you are experiencing a -40 degree sideways blizzard it's unlikely to be a problem as long as you're managing your ventilation intelligently. Plus which chickens generate a good amount of HEAT as well as water vapor, so there's that too, offsetting the ventilation.
Does that help?
Good luck,
Pat