Homeless people survive the winter by burning whatever they can find in a 55 gallon drum. Your best bet is to find you a wood stove of some kind, some metal sheeting to sit it on and some stove pipe with a damper and an elbow and a raincap. If you must, take a window from your home and stand the stove next to it. Get a sheet of plywood or some other material like metal sheeting and cut a hole in it the size of your stove pipe. Nail this to the place where you removed the window. Now go inside and lay the metal sheeting on the floor and set your stove on top and as far away from the wall as possible. Then start adding your stove pipe. Make sure you have enough pipe to go out and then add the elbow to bring it up and then place your raincap on top. Secure the pipe with some metal banding to the wood sheeting or metal sheeting. You may want to go inside and to the wall behind the stove and add some fireproof sheeting just to be on the safe side.

This is for those people who do not have chimneys. My brother-in-law did this in a mobile home he lived in and it heated his home pretty well. He had woods all around him and cut the firewood he needed. Just make sure that everything is safe and secure so as not to start a fire. If anyone has any better suggestions, please let us know. This is all I have. Just make sure you're not somewhere where they want to check building code.