We used a heavy plastic over our windows one year. My husband made wood frames to fit the outside of the window and stapled the plastic on. Then we fit them over the windows in the winter and remove them in the spring.
PlStic won’t work the cold will go through
Use a heavy-duty, quality plastic. Polyethylene plastic is the one most often found at your local home center, and will last up to 2 years. Copolymer plastic will last 3 years or more. Polyvinyl plastic is more expensive but more durable and will last up to 5 years. Polycarbonate plastic has a dual wall construction and cast last up to 10 years. If you buy from a specialty seller, you can also get reinforced plastic, UV resistant plastics, and anti-condensation plastic. For the plastic to last its longest it needs to be stored out of the sun when it is not being used.
Making frames, as Michelle suggested, is a good idea. Put one layer of plastic on the outside and a second layer on the inside of the frame. This will create an air space that helps insulate. Additionally, you should tack a strip of thin wood over where the plastic was fastened to the frame to prevent wind from tearing the plastic.
...as for the strip of thin wood, go to home depot or menards, etc... get furring strips and use as a frame to staple the plastic to it...be sure and roll it a few times so the staple sits firmly in the plastic/wood, otherwise it will tear if too thin