Before you put anything on your windows to keep the cold out look around and make sure there's no gaps in the window or places where cold air can seep in.
If you notice places on your window that need caulked up then get some cheap caulking and seal around those places.
Next you can get some plastic that you put on your windows and you then use a hair dryer to seal the plastic to the window and those work wonders at keeping the cold air out of your house especially if the home is drafty.
You can then remove the plastic from the windows when winter is over.
Insulated curtains are also great at keeping the cold air out and keeping the heat inside the home.
If you don't have insulated curtains then you can place heavy blankets over the windows which will help to keep the cold air out too.