The suits that astronauts wear in space keeps them warm because the astronaut suits are insulated really good.
Not only that but the astronaut suits that they wear in space also have heaters along with the insulation which keeps them warm while in space.
The suits also soak up heat energy from the hot areas of space when they are out there and the suits give off heat when in the cold.
The spaceship also has heat that goes into the spaceship through huge radiators that circulate heated ammonia on the exterior of the spaceship and then the heat is released into the spaceship through infrared radiation.