Is it true that if you’re cold in the winter in class or shul you could make them close the window? If yes, where is the source?


Yes, generally this is true.

Several Poskim have derived this Din from the Ram”a in Choshen Mishpat Siman 155 Sief 39

See for example: מעייני התורה עטייא ח”ב בחלק השו”ת ס”י עמוד קנ”ח


P.S. Please be aware that avoiding conflict is also important and it is laudable to move to a different spot if possible, instead of getting into an argument.

See here in detail: 

Halacha2go #572: Who has priority: the one who wants the window open, or the one who wants it closed?