If you have 2 panes of glass, that is double-paned. A standard single pane has an R value a little less than 1. A standard double pain will have an R value near 2. That is twice as good, but about 10 times worse than wall it is located in. In short, every glass window will feel cold.

As for drafts, that is another matter entirely. If air is getting in around the window, that has nothing to do with the panes. Do you have weatherstripping installed? Cutting down the drafts makes a HUGE difference.

Nope, not a single weather stripping installed. If I were to install it, I need to take a window out, right?

Thank you

It depends on the windows. In a new house, you leaky part is probably just where the bottom sash meets the sill. A little foam tape will take care of that. You need to determine where the air is getting in and then fix that.

Once the drafty part is done, you should look at some heavy curtains. Open them in the day and close them at night. That will help keep the heat in the room.