The earth is the world's best heat sink and it will absorb a human's body heat faster than it can be generated, resulting in hypothermia that can range from mild to life threatening. They need not to be fancy or difficult to make. My own favourite winter bed is made from lengths of dead poplar or cottonwood logs. These dead trunks are easy to break off and several of them laid side by side on the snow with a thick covering of pine boughs will provide as much insulation from the ground as possible. Building a fire on a similar platform next to the bed will allow you to keep warm while sleeping outside in clear weather.
Fire is one of the survivalist's best friends.
It allow him to cook his food, light the darkness and most important to keep warm. But there is more to keeping warm than just lighting a fire. Sitting in front of blazing fire in subzero weather will keep only the front of the body warm. A rock cliff or dirt bank makes an excellent reflector as does a space blanket suspended vertically on two poles. Place your body between the reflector and the fire.