As far as windows go, if you place them for good sunlight they can help
heat the structure. You could even assist that with water drums or rock
but you probably won't have space for that. But they can be an asset
for heat gain as well as for light. Just be sure and insulate well and
seal around them with caulk on the inside and out and they can be fairly
efficient in terms of keeping warm air in.

Having and attic for storage can also keep your heat in if you floor it
out most of the way and either put in a pull down stair access or a
hatch cover to keep the attic sealed off and your heat down in the shop
where you and your iron are.

RonT