My workshop is unheated, which is less than ideal in winter, but for the most part I make out ok. I have a kerosene heater and when I am in the shop for some wintertime project, I fire that up and it's comfortable in ten minutes or so.
The problem is, some of my possessions don't take too kindly to being cold, like electric drill batteries, for instance. If you look online, you will find all kinds of opinions on the subject - take your pick. But, it is my opinion that cold NiCd batteries don't last as long in use as warmer ones, that they don't accept a charge as well, and will have a shorter life if they are kept in a cold environment. I have no opinion on NiMH batteries; I don't have any tools that use them.
Step 1: Framing up
In my shop, I have shelves mounted between the studs, including a couple for holding my chargers and batteries. In order to hold them, as they are wider than the studs are deep; I made the shelves extend past the studs. As it turned out, this made building the compartment very simple. Most likely, your application will be different than mine. No problem, as with most Instructables, it is the original idea that counts. Just modify my idea to fit your need.
In order to make my existing shelves into a cabinet, I simply cut plywood pieces for each end. After that, all I had to do to finish the construction was to build a pair of doors.