If travelling to a warm place isn't an option, empty buildings are found practically everywhere and inside of one of these there's the shelter you need. Find a room that's partly isolated, with floorboards or carpets if possible.
If it gets really cold at night look into cardboard/carpets/wooden shelter on top of doors and windows, if superchilly cold get's in there you can make a emergency shelter inside the room, that can keep your temperature inside your little above freezing, and away from sickening cold air.
Make sure there's no draft and that you're not squandered by rodents or moisture as damp coldness is like asking for leumonia and rodents tend to not be very hygienic.
My third night at my new squat was more settled than the first two, as I nessicated myself to abandon my pride and move to a better situated room.
I got a few firelighter blocks going and cooked up a few noodles. Made it for some warmth in the Scandinavian cold nights.
Outside it was snowing this morning, but my alarm thermometer said a +7.1 centigrades celcious inside my non insulated room.
But there's a raised floor so I'm not on the concrete and think this to be the best poasible solution.
Besides there's a rule of thumb from the military survivalists that you should by all means avoid being cold when you crawl into your sleeping bag. (Which is why I made noodles last night)
If you're wet try to get something like a fire going. (The best are those little firelighters, which are inch sized bricks with either alcohol or other oil like substances)
You don't want a bonfire by all means keep it as small as possible. A small fire is still very warm, and when you're cold a little warmth does a lot of good. That is assuming that once squatting you'd like to stay inconspicious and big fires creates a lot of smoke.
Keep warm friends
