@raynbow- Whether or not a basic enclosed patio can be turned into a room that can be heated and cooled depends on the way it is made and how much you have to spend in your budget.
If you have an enclosed patio that is basically enclosed with screens from top to bottom, you will most likely have to add some additional structure to add windows. This will make them more secure and weather proof, however, the building materials that you will need may be costly.
If your patio already has partial walls, it will be easier for you to turn it into an all-season room. Adding framework for windows and some insulation may be all you have to do to convert your patio into a room that you can use no matter how cold it gets outside. The best way to find out what you will need to do to make this goal possible is to have your patio evaluated by a builder.