You will find a concrete floor to be hard on the feet, and cold. So think in terms of raising your feet off it with sectional plastic or rubber mats (Although these can be costly) I did find some 1 metre square rubber mats at a “Toys R Us”, which were comparatively cheap. The ones from Cromwell Tools, were expensive being industrial quality.
If all else fails, go like industry used to, and use duckboards, to keep your feet insulated from the cold floor.
My shop is roofed with sheet rubber (Neoprene) It lasts longer than felt.
Do not spare the insulation in the walls or the roof. At worst, it will reduce temperature fluctuations, and condensation. At best you will be snug, and hopefully, rust free.
To reduce the risk of condensation, and rusting, include a little ventilation. A SMALL fixed vent, at floor level, and another, preferably in the diagonally opposite corner, should be the same They don’t need to be large!
You mentioned windows. You need to ensure that they are secure, preferably with either a cover that can be securely fixed or some form of grille. The door should be capable of being securely locked (I asked for a 5 lever lock, but actually got a 6 lever in a secondhand fire door)
If a bolt, fix it with coach bolts with the nuts on the inside, and use a GOOD lock.
It is worth fitting hinge bolts.
Mine were just woodscrews, with the head turned off, screwwed into the back of the door, using a drill chuck. In this way, even if the hinge pins are accessible, and driven out, the lock and hinge bolts prevent the door being lifted out.
You will have a lot of valuable machines and tools in there, so safeguard them!
For power, my shop has a ring main, with a lot of double 13 Amp sockets (The one feeding the VFD is suppressed, to prevent any nasty harmonics being fed back into the mains)
When it is frosty, a small tubular heater keeps the temperature just above the dew point. With it being well insulated, a thnermostatically controlled fan heater soon brings it up to a comfortable temperature.
HTH
Howard