This 8x12 structure is built using 2x4 for the frame and roof. It stands on its own frame rather than a slab, so it can be moved. 
Since the sauna is heated by a wood sauna heater, the carpenter simply cut a hole in the wall where the stove was going to be placed so he could then brick it up to create a non-combustible surface on the wall and floor. You can also see the flue moves away from the wall over the stove and into the ceiling near the peak. You can use standard 6" flue pipe until you get to the ceiling, at which point you need to switch to a thimble and insulated flue pipe (to go through the roof).
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 The sauna room itself is 8x8x7 with a 4x8 front changing room. The ceiling is dropped to 7' throughout. Although it is covered with snow, the finish roof is painted steel.
It is insulated with R-13 batts in the walls and R-19 in the ceiling. Because of the size of the wood heater, there is no need to increase the insulation. However, for an electric heater, you want heavier insulation all around.
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