How do I start an easy homemade(maybe worm) compost?

Right now I have a square cat litter plastic box that has a lid under our kitchen sink. I don't put any meats or fats in it which I think are the basic rules right? I have a bunch of plastic brute trash cans with lids. would I be able to use this? Do I have to have holes? Should this stay inside or out side? I live in ohio so cooler weather is coming. If I get worms would they die in the cold? Any help would be appreciated.