Are your windows of the traditional sliding sash type (up/ down movement regulated by weights and cords)? If so they can be made to work very well by fitting proprietary draught excluders and brush seals; this is a job for a carpenter or specialist fitter. Check out
www.ventrolla.co.uk for details of one proprietary system. If your windows are of the more modern "casement" type (outward opening, hinged sash) then you may be able to seal them yourself with a standard foam or butyl rubber/ EPDB/ polypropylene brush draught excluder strip, readily available from any builder's merchant or good hardware store. It's probably best to discuss your requirements directly with such a stockist as there are a number of products available ranging from easy to fit compressible foam strips to more durable screw fit aluminium extrusions with brush fill. however remeber when carrying out any draught sealing to ensure that sufficient background ventilation is available for the safe operation of solid fule appliances, open fires and other appliances that require a fresh air intake.