Oh yes I missed this post, got pointed to it by Freedom.
My dad built a house for the ferals we have out our garden, it's not heated but does have blankets and is water proofed using felt to cover it.
Here is a few pictures of it, this should suffice I think.
If you wanted to heat it you could use hot water bottles and stick a few in for the night, then they may settle on it. I can't think of any other way of heating it, there are those snugglesafe pads that you heat up in the microwave and they stay hot for hours.
I can't exactly describe how it was built as my dad built it not me. But perhaps the pictures will give you an idea?