How To Keep A Newborn Kitten Warm?

I bought my kitten a couple of weeks ago and he is still very tiny, but I was wondering how to keep him warm while he gets bigger.

My mother in law says that it’s better to leave them out than to put them into the room with you because if they get cold then they will just curl up next to you. But she also said that she has cats who are older than this one and they don’t like being left outside all night so what should I do?