Anyone have a sauna and/or cold plunge?

I really want to build a “health shed” in the back yard. I’ve been reading more and more about the health benefits of both of these. I always feel fantastic when I get out of a sauna and I feel like a new man when I take an ice plunge at home but always having ice is a pain. I also want to put in a shower for a post mow refresh. Anyone ever do this? I can build it all, but my concern is knowing what I’m doing in terms of ventilation and preventing mold/mildew since so much moisture is involved.