OK Define small. Are we talking 6' x 8', 8' x 10' or something of that sort? Where are you and what temps are we talking? You could build a lightweight frame work and cover it with heavy pastic for a plant starter shelter. You can hunt up some used windows and build a framework to support them to get a more permanent structure. Or you can go big time and order thermopane panels attach the structure to the house and heat it. Have you looked online for plans? I am sure they are out there.
This might be a place to start:
There are also online directions for making a frame from PVC Pipe.