How to heat

I’ve got a friend of mine who has a wood burner in they’re shop with fans to circulate it. They usually keep the stove lit throughout the winter non stop, whoever goes out there checks the fire and keeps it going as need be. Insulation will be a big help in keeping the heat in. Would I insulate it with the stuff you can buy in the roll at the home improvement store or a spray foam as mentioned before? Then would the insulation be covered with anything such as plastic sheeting or something not flammable?

this is all new to me as I’ve never had a garage