I mean, a lot of buildings have it, in some form, but people generally refuse to use it.  There is a widespread urban myth here that "moving between a hot indoors and cold outdoors will make you sick," so most people I know refuse to turn on the heaters in their homes or offices during the winter, and just wear lots of extra sweaters.

This hot-cold concept, of course, does not prevent these exact same people from air-conditioning their homes and offices down to a chilly -10 degrees in the sweltering summers.  OK, I'm exaggerating a little, but they seriously do set the A/C to an average of about 17°C/62°F.

But to get back to the heat... a better reason to avoid using the heaters in our apartments is because electrical wiring is so shoddy here that things frequently catch on fire.  People believe heaters are more prone to this.  This is also sort of weird, because most heating units, when they exist, are actually combo A/C and heat units.  You climate control on a room-by-room basis.  People believe using these units to heat an apartment leads to fires, but not using the same exact units to cool an apartment.  I don't get it.

That said, they do sometimes catch fire, whichever function they're being used for.  I won't use two of the climate control units in my apartment because I've had trouble with their wiring in the past, and no matter how many times someone comes to repair it, it never seems to really get fixed.

I do actually like to heat my apartment, but I only bother to heat the rooms I'm actually using at the time.  And the room with my TV in it is too drafty to heat well, so I just pile on a bunch of blankets if I want to watch TV in the winter and don't bother with the heater.

The units themselves are generally electric-powered forced-air units that are built into every room.  They all have an inside portion and an outside portion.  You can see them from the outside of an apartment building, these boxes with fans sticking out from the walls or fixed to the balcony railings.

I don't think much of anything is insulated, but most buildings are made of concrete and brick anyway.