We find our pigs tails go straight when they're eating, they go curly when they're rooting or finding something yummy. So long as they have a snuggy ark with plenty of straw and they know where to goto get in they'll be fine. We tend to shut them in for their first night so they get the drift that its bedtime you could also try sitting close to the doorway and their natural curiosity will make them come and investigate you and hopefully go into the ark. So long as they seem well, the cold won't bother them too much. Just keep an eye on them and if you think they're shivering get them into the shelter and give them some warm milk or water to drink and cover them up with straw.
HTH
Mandy