It's hard to say anything about a situation that obviously involves much more than what you have mentioned. Information helps a lot in getting a worthwhile
answer. Location, climate, long-term/short-term, budget, building type, power,
water, sewage, etc.
FWIW.
- Most temperatures
underground (is this room underground?) maintain at about 55F. below the frost line. I personally found 60F. to be a (usually) a comfortable temperature. Insulating and heating _yourself_ often is far more practical than doing the whole environment. Above ground temperatures can vary much more so insulation may be necessary.
- Concrete often comes with water (leaks) or moisture leading to water (condensation). Ventilation helps w/condensation and fresh air is good for _you_, too. Leaks are often something you live with underground; above ground you may luck out and just have to deal with condensation.
- Foams are not panaceas. Some - open cell - absorb water. Some easily become bug food and habitat. I think it may be possible to glue foam to concrete walls, but I can't remember where I read of it. It's not something any builder would normally be happy about.
Simple, very simple, is sometimes the best approach. Light it, raise the floor if needed to stay dry and/or warm, provide fresh air, hot plate to boil water for tea to warm up, good bedding to keep warm.
Rufus