To keep strong winds from blowing through the popdoor, there are sort of two general approaches to choose from. (Plus, obviously, having the popdoor located on the S or E side of the coop where it is not *exposed to* as much strong wind)
One is to create a solid vestibule or windbreak type structure just outside it. The best layout depends on your particular situation, and whether you have to protect vs wind from ALL directions or just one; but basically you can just use hay or strawbales (well staked down/together, so they cannot fall over and squish chcikens) or plywood on t-posts, and make something that keeps wind from blowing straight in the door while still allowing chickens to go by.
The other approach is, as you say, a curtained door. I have to say that IME (it is VERY windy here) there is a real limit to how much good that does, since any material light enough for a chicken to push aside will also just blow in strong winds; but it definitely does *help* reduce the speed at which air enters. Some people do use burlap or canvas, I do not know what their experience is with it freezing stiff but in a cold climate I can see where that'd be a concern although the chickens might well be able to use it anyway. Personally, I use very thick heavy translucent plastic (shelf liner from
Walmart, actually
) cut in strips maybe 6-8" wide and stapled over the door so that adjacent strips overlap by maybe 3-4" I think. The strip-curtain design makes it easier for chickens to go thru (and easier to train them to it, since you can either put up just 1 strip at a time over the course of days or weeks, or pin some of the strips up at first til the hens clue in), and the overlapping strips makes it more windproof.
Good luck, have fun,
Pat