During winter, heat leaks out of your windows and the cold seeps in. You may not realize it but you can significantly warm or cool a room by simply choosing to open or close your blinds.
During the daytime, if you have bright sunlight coming directly through your window, this will heat up a room significantly. You can trap in the heat by closing your blinds before sunset. Not toasty enough? turn on your indoor heating, fireplace, oil heater, gas heater etc to add additional warmth to your room.