My old house in Washington DC really was breezy cold in the Winter (100 year old 'farmhouse' it was).
The first line of defense was absorbent curtains on the many windows in the house....or plantation shutters (as decor dictated)
I found remarkable benefit by blowing expanding foam insulation around the outlets (removing covers to access around the junction boxes). It's quite amazing what cold air can sneak in
thru the electrical outlets. $6 was about the cost of the spray foam can at the local hardware store to do the
whole house (2 level, 3 bdrm, 1.5 bath)
The house was
toasty warm, with original upright radiators heating things up, afterwards

This is a funny topic for the AVA circle....but I've visited MN in late Fall and early Spring (brrrrr) before, so I know the connection is 'cold'

Ciao, John