In the Middle Ages chimneys were a luxury. As time passed they became more common but only a small minority could afford them. Certainly no peasant could afford one.
About 1180 for the first time since the Romans rich people had panes of glass in the windows. At first glass was very expensive and only rich people could afford it but by the late 13th and early 14th centuries the middle classes began to have glass in some of their windows. Those people who could not afford glass could use thin strips of horn or pieces of linen soaked in tallow or resin which were translucent. www.localhistories.org/middle