Do towns change somehow after you've fought for the Imperial or Stormcloacks?

• Change in structures?
  
• People will be more happy or more sad?
  
• New people will come to the town?

No spoilers please, just say yes or no or a little comment but no spoilers.

a couple changes, not structurally

Some people in the capitals or main cities of the faction will be either grateful or displeased. Like, if you side with the Legion, a lot of the citizens in Windhelm will be moved by Ulfric's death and the loss of the war, and they'll talk about it when you speak to them. 'sides that, not much.

The cities that supported the losing side will have their nobles and guards replaced, for instance if you take Whiterun as the Stormcloaks then the guards will all be stormcloak soldiers and there will be a new Jarl and advisors in Dragons Reach. Also if there are supporters of the losing side within those cities then they may decide that they don't like you anymore.

The guards change in all those opposed to your side and you can ask the people of the hold, how they feel about the new rulers.

The Jarl changes (a new one is appointed that the army you supported finds suitable) and at least in the case of Whiterun, you can ask the citizens what they think of the new leadership and they'll say if they're happy or not.

Other than that, no changes. They function exactly the same and people aren't outwardly vocal about their opinion. YOU have to ask them.

Go with Stormcloaks and the well in Solitude Market falls over. And a few buildings in Whiterun are destroyed.
Go with imperials and a wall arch thing in the Market of Windhelm is knocked down. A few buildings in Whiterun are destroyed.
Either way Whiterun is [censored].

If you win the civil war for the stormcloaks, Ulfric stormcloak will banish all the cows in skyrim, No milk drinking for anyone!

Not structurally but far too many NPCs still talk as if the war is still happening, even if you finished it months ago.