That'd be handy on a cold foggy day – a fan pulling in all that cold dew from the outside and wafting it gently around all our precious machines, tools, steel-stock and models! Filtered or not.
My workshop is a single-skin concrete-block shed the width of the plot, so about 16ftee long X 6 wide; with wriggly asbestos-cement roof. It has two large but rather thin, single-pane glass windows facing North; and the rear (South) wall is party with a similar building in the garden of the house in the next street.
I replaced the derelict hardboard ceiling with new but now with 25mm Celotex or Kingspan above it, and the hardboard joints closed and supported with wooden battens, giving a half-timbered effect. I put the same board on the walls, with Sterling-board (the stuff made from shavings) against that.
The floor is of plain concrete and I do not know if it has a damp-proof membrane.
I "double-glazed" the windows externally with polycarbonate, tri-wall roofing-sheet panels that simply fit the creosoted wooden frames closely. They keep the worst of the weather off, but the prevailing winds and rain are from the West anyway.
A good third of the roof has become covered in ivy from next-door's neglected garden. I am letting that happen as it does not harm the building but adds some extra insulation. It's also attractive to see and good for garden wildlife.
I find in cold weather that even without heating, the workshop does not become too cold and condensation is not a serious problem. It does not take too long for me to feel comfortably warm, with the door closed. Especially as I use the hacksaw and file rather a lot (cheaper than milling where I don't need work to "thou" !).
There is a small electric heater in there but since the entire supply, power and lights, is a 13A spur (installed by a previous owner), I am careful about demand.
In my previous home I erected a small wooden shed, lined that and installed two "extension leads" through conduit, one for the ceiling lamp, one for power. Their house ends were short flexes with 13A plugs.