Air infiltration in vinyl windows with integrated J Channel
What kind of interior trim, standard wood trim or drywall return?? There is always a gap around a window frame. If that was not properly insulated, there will be cold air flow. If wood trim, remove a piece from an offending window and check that gap. If no insulation, fill(all the way around the window) with DAP foam or other NON-expanding foam. These work better than packing with fiberglass insulation. If the space is insulated, not sure what to suggest, other than you have cheap windows, or a poor instulation, neither of which can be fixed inexpensively.
If drywall return, that requires more work and mess.