Nesting with the Squirrels

So right now the temperature feels like 35 degrees outside, and I've got my window open. Why? Because I live on the third floor. I have NEVER once turned on any of my three radiators, yet my apartment is usually in a semi-sauna state. Well, I lie. Saunas are steamy, right? My apartment is dry. I guess all the heat drifting up from everyone else is enough. There hasn't been a night yet where I haven't slept with my window open and a fan sitting in it, and it's mid-November! Today is the first day I've had to get up and close it to just an inch-wide crack because of the temperature and because of the rain. What a crappy weekend! It's supposed to rain, snow, and be cold. I have a tree right outside my window where a little black squirrel used to take naps when it was warmer. I wonder if he'll come back to snuggle away from the snow. Where do squirrels go in the winter anyway? Do they find a new home? Or just re-insulate the old one?