I would take bails of hay and stack them around the doghouse. Depending on what type, shape and size the dog box/house. Stack them two or three high, then a couple over the top. In other words you make a shell around and over the doghouse. Then for a front entrance have several more bails and make like a walkway (tunnel) to the front door that has a flap on it. A heat lamp works GREAT. But be very carefull using it outside in a small enclosure.
Personally I would make every effort to make a whelping box for inside the house and have the litter indoors.
Personally I would make every effort to make a whelping box for inside the house and have the litter indoors.