When we lived in Wisconsin for 4 years, we learned the meaning of cold. Our final winter there, the bulb temperature fell to -40ºF and the wind drove the windchill down to -100ºF. That was the winter two people died in our small town. Not that people dying was an unusual event, but the way these two died was. One elderly man died on his porch after he fumbled his house keys and couldn't get the door open. The other died in his car as he struggled but failed to get it to start.
That was the year we put our Safe Room into practice. A Safe Room is a place where you can retreat and stay warm when it's just not possible to keep the whole house warm. That would happen during a power outage when the furnace or other main house heating system no longer operates.
For us, the safe room was upstairs, because heat rises. It was a small interior room with only a single windows and no doors directly leading outside. To help insulate the window, we hung old wool army blankets as drapes. That was where we planned to wait out the cold, bundled in sleeping bags, protected as best we could against the deadly winter wind and frigid temperatures.
A better solution would be to retreat to a room with a fireplace that will operate without outside power, but not everyone has that option. A safe alternate heat source is to use small electric heaters that are powered by a generator. There are small, efficient generators that will run for several hours (outside only!) and produce enough energy to run a small heater in the Safe Room at the end of an extension cord led inside the house.
Open combustion sources of heat are not to be used inside an enclosed space that has limited ventilation, because of the risk of oxygen starvation or carbon monoxide poisoning. If you're careful, it's generally safe enough to use a camp stove to heat food and water for hot drinks, but not for general space heating. Shut off the stove as soon as the cooking is done. Use the hot meals and drinks as a way to keep your body's core temperature up, and hunker down in the sleeping bags to retain your body warmth.