Spend any time in a confined area with pigs and you know that they produce heat like little radiators. Our LB sow recently farrowed and even though it was cold outside it was toasty in the ark.
So the important thing, as most everyone has said, is to insulate their ark/house. Plenty of straw is the best thing. The only down side to that, especially with younger pigs, is they don't always want to go outside when it's cold and dark to relieve themselves. Pigs are generally clean but what's clean to one pig may not be to another. Our litter of 6 piglets are coming up on 6 weeks old and I'm having to muck out the ark every morning which means we are going through straw like no bodies business. Fortunately they are controlled enough to sleep on one side of the ark and use the other half as a toilet and mum will always step outside for that.
We went on freecycle/freegle and got some old carpet. A large piece covers the ark with a couple of pallets holding it down and stopping the pigs from chewing it to pieces - it can't taste nice but they seem magnetically attracted to it

The other thing we've done, which I think is worth the effort, is to put two stacks of pallets either side of the ark door with a piece of old corrugated iron (weighed down) over the top of them to form a decent sized porch. It acts as a wind break and gives them a space to sit and watch the rain

Another smaller bit of carpet hung up also acts to stop the wind taking all the heat out of the ark.
Hope that gives you a few ideas.