Mine's only ever open in the summer to let the air move a bit more freely.
My shed hasn't been insulated so there are many cracks that air can get through that they don't need a window open other than in the summer, plus the fact that their tunnel links the shed to the outdoor run and I can feel the cold air coming in through that. I don't think I've opened the window for a good couple of months now and won't until at least late spring.