If you have old drafty windows I would recommend getting them replaced with brand new insulated windows because the windows will pay for themselves with the savings on the heating bill in a few years.
Plus you'll be much warmer in your home during the winter months and won't feel as cold.
But if you can't replace the windows with new ones right now you can try putting some blankets over the windows, or buy some insulating curtains or even put bubble wrap inside the windows to insulate the area and keep the heat inside the house.
You can also buy some shrink wrap that you place over the window and then use a hair dryer to shrink and tighten the plastic wrap.
Also check for any leaks around the windows and caulk those areas which will keep the heat in and the cold out.