Mine was an old shed and if all the windows and the doors are closed, it would probably be sealed tight except for the ventilation vent all the way on the ceiling. I just make sure there's a few-inch layer of dry bedding on the floor, close the windows, and keep the door open so they have access to the pen area. Mine free range, so the pen gets open in the morning and they range all day and find their own spots that they like.
I've checked on them in the teens, and they're always fine, so I don't worry about them. If they're fully feathered, they really don't need anything more than a draft-free, well ventilated place.