I think you could get the same effect with an electric blanket or a space heater in a very small room. Sort of an Arkansas sauna! The idea is to induce an artificial fever of about 104 F, because the innate immune system works better at that temperature. That's actually why we have fevers when the immune system detects an infection.
What is a sauna but a closet with a space heater in it? All the fancy wood paneling and benches are just for efficiency.