Ensure the sunroom faces south to admit the most solar energy into the room. Allow the south wall covered with windows to add heat to the room during the day by keeping curtains open.
Cover the floor with brick or tile to act as the thermal mass for the sun’s energy. Brick will work better as it will store more thermal energy than tile does.
Build a small masonry block or brick hearth at the back of the room where it will receive direct sunlight and absorb heat.
Place a wood stove on the brick hearth and use the wood stove during those days when the sun doesn't come out to add heat to the room.
Cover windows with insulated curtains during the night to prevent the loss of heat through the windows.