Newborn puppies cannot maintain body heat on their own. That means they rely on mom and siblings to stay warm. Being with mom is basically the best option when it comes to keeping the pup warm, which is why you should provide space for the whole brood to be together. If for some reason the mom is not around, keeping a newborn puppy outside might not be an option -- in which case bring him inside a garage or an enclosed porch might be the next best thing.
Add An Enclosed Sleeping Area
Wind, rain and cold weather in general can make outdoor sleeping very dangerous for a newborn puppy, even if mom is around. One way to keep the temperature up is to provide protection against the elements. A thick plastic container -- large enough to accommodate mom and pups -- with lid could easily become an impromptu shelter, as long as there is a large opening on the side to serve as a door and to allow for ventilation. Otherwise, you can also use a thick cardboard or wood box. Cut an opening hole on the side so mom doesn't have to jump over to get in and add blankets or towels to increase the warmth.
Choose Your Location Properly
There are different levels of "outside living." A newborn puppy sleeping in the middle of the yard or in open spaces will have little chance to stay warm, even if he's inside a box or container. Instead, look for an area to place the bedding that it's as warm as possible. For example, an outdoor shed might be a good idea. You can cut a small opening on the door of the shed and add a doggie door. Or find a corner on your porch, under the stairs or anywhere else with a roof. This will help control the amount of rain and wind the shelter receives.
Provide Artificial Warmth
Regardless of whether the pup is an orphan or whether mom is around, some added heating might be the answer to keeping the newborn warm, especially during the fall and winter. Depending on the location and material of the shelter, you can add something like a hot water bottle right over the blankets or buy a small heater. Electric heaters can be used outside if the dogs are sleeping in a dry area.
Change Bedding Often
Because newborn puppies can't move too far, they end up going to the bathroom where they sleep. This means the towels or blankets will get wet. Wet material won't retain warmth very well, so you need to replace the bedding material at least once daily. If rain gets in, immediately wrap the newborn pup with a dry towel until he dries up -- and in the meantime dry and replace everything inside the sleeping area.