Local building codes might dictate how many windows you need to add and whether you need an exterior door if you plan to use a finished attic space as a bedroom.

You would almost certainly want some source of natural light in a bedroom, whether you provide that light with dormers, windows or skylights.

Even if it is not required by local building codes, you might want to include some kind of emergency exit in case of fire.  Some jurisdictions require a door, other require only an exterior window. You can probably find out with a single call to your local building codes and inspections office.