What is the best way to insulate a room with glass window for winter?
You can build a 2"x2" frame that's 1/2" smaller than the inside window opening, apply shrink insulation film to that and then use 3/8-1/2" foam backer rod to hold it in place in the window opening during winter. 

This makes a shrink-film internal storm window that's easily removed and if you're careful, just needs a touch-up with the heat gun next winter to re-tauten the insulation film. The backer rod is usually a better product than rubber foam insulation tape for sealing around the outside of this storm window as the backer rod isn't quite so likely to bond to latex paint and saves you from the double-sided tape mess that's involved by applying to the window frame to hold the insulation film.

We used these for years till I broke down and did a rip'n replace on the single pane aluminum frame condensation/draft magnets misnamed "Window" that were originally installed.