First of all, where are you located? You can add that to your profile, and then it's always there. Just the state is enough, or the country if you're outside the US. Climate matters, when it comes to chickens.
I use a spun polyester fiber material to help block out the wind in my coop. I staple it over the openings in November, and remove it in the spring. It can be cut to size/shape, and is tough enough to reuse for several years, if I'm careful with how I remove it. Because it's air filter material, air goes through it, but it sure cuts down on the wind.
I take the used pine shavings out of the coop in the spring and put them in the run. In the fall, I add a lot of leaves raked up from my yeard. If you can rake up leaves now, the chickens will love digging through them.
Another way to help the chickens stay out of the wind in the run is to add hay or straw bales. It blocks the wind down at ground level, and gives them something to scratch at. If you want it to keep its shape longer, don't cut the strings. Then in the spring, cut one string and they'll enjoy scratching it and tearing it apart.
Also,