Please do not assume that your student is familiar with how to use your bed linen. Some students come from hot countries where sheets and blankets are not used. Others use futons or a mat on the floor.
There may also need to be some supervision of the use of heaters in the bedroom. While being very understanding of how cold your student may feel, having a heater on all night is not satisfactory from a health and safety point of view. Please make sure your student is warm enough and show them where there is extra bedding if they are cold in the night. Explain that it is very important to turn off the heating if they are leaving the room and discuss the potential dangers and the expense of leaving them on.