Check ranch and farm supply stores (or online) for heated pet mats and heated water bowls. I use both for the feral cats that live in our woods.

Straw is a good insulator, you can make them a den out of a few straw bales. We used a dog crate - put the heated pad in it, lined it inside with high-density foam we had in the garage, and covered the whole thing with several blankets and rugs. I draped an old shawl over the front so they can still go in and out, but it holds in more heat. They curl up in there and between the heated mat and their body heat, they get nice and cozy.

You can buy a heated water bowl for about $20-25. Keeps the water from freezing. Right now it's below zero in our area, so I add some hot water now and then.

Make sure they have plenty of food, too. They need extra food in cold weather to keep their metabolism higher.