Whether its heat or cold, look to your stash!
Insulation across windows and doors (to the outside) needs a small air space between the glass or whatever and your temporary fabric curtain. That air space is key to providing more insular effects.
I currently use tension rods for window curtains and generally have a few extras just in case. If that’s not a possibility for you, there’s always tape & tacks.
Any tightly woven fabric can help, as the tighter the weave the less air (and temperature) can pass through.
Here’s another section I just looked up on Polartec®, which I like to use because of its light weight and wash-ability (and further use as blankets if I’ve extra pieces).
Polartec® Windbloc “Polartec(R) Windbloc(R) fabrics block 100% of the wind and offer maximum protection from the cold and the elements. A soft hand, stretch and a durable water repellent finish (DWR) make this the highest quality, most comfortable windproof fleece product on the market.”
Polartec® 200 (one of two swatch sets) “Polartec Series 200 is a mid-weight, non-pilling, double-faced fleece from Malden Mills/Polartec LLC. Made of 100% Dacron Polyester. It’s light, non-absorbent, and wicks moisture, dries quickly and retains body heat even when wet.”
“How does it work? The 100% polyester velour, pebbled, or shear ling surface create air pockets that trap air and retain body heat, providing outstanding warmth without weight. These fabrics off excellent breath ability and dry quickly.”
Polartec® 300 “Polartec(R) Series 300 is a heavy, non-pilling, double-faced fleece from Malden Mills. Made of 100% Dacron polyester. It’s breathable, wicking, dries quickly and retains body heat even when wet.”
I’m not affiliated with The Rain Shed or Malden Mills/Polartec.® I just appreciate their products.