They also need a DRY place - wet and cold isn't a good combination. So it needs to keep out the weather, and needs daily spot cleaning to remove wet bedding & litter. Some ventilation is needed to stop mould and condensation.
A decent, dry nest area with lots of hay, out of draughts, is essential - it keeps in an amazing amount of heat. You can use straw (it insulates better), but has no nutritional value if the rabbits have a tendency to eat it. I prefer to just keep hay in as it does everything without needing to store more stuff.
I also use snugglesafe heat pads overnight (in pairs - they stay warm for longer) when the temperature drops below -2'C on a regular basis (there's a max/min thermometer on the mesh door under the rain cover). I take the cloth covers off and wrap them in a couple of sheets of newspaper, then put them towards the bottom of a big pile of hay in the nest area. If the paper gets dirtied / wet, just remove it and the pads are still clean.
My hutches all have a false roof that extends beyond the original one to provide an insulating layer and helps stop rain dripping in. The biggest one has insulated walls (expanded polystyrene sheets covered in exterior ply). Others have some additional cover on the outside - roofing felt (keeps the wet out) and ribbed polyproplyene commercial door mat, rubber side out. I also use the matting to cover meshed doors (2 layers in deepest winter). Melt hanging holes with something like a heated up screwdriver and fix cup hooks on the hutch to attach them. The matting keeps heat in, wet out and lasts for years. If the front piece is wider than the hutch, it can be wrapped round the sides to keep out the draughts.
Make sure you check the drinking water several times a day when temperatures drop below freezing. Bowls rarely freeze over in my hutches if the covers are on. If you use bottles, the spouts can freeze up without you noticing and then there is no drinking water available. At least with a bowl, you can definitely see any ice.
The best thing to keep a bunny warm is another bunny. Healthy rabbits cope well with cold and will often choose to sit out in ice and snow. They still need room to run around (exercise will keep them warm), and some of that space should be dry and sheltered. If they have been kept outside all year, they will have a nice thick coat to see them through the winter.