Here in Jersey there are 2 (and a half..) systems for them in the winter it seems based on what I've seen, and we don't typically get snow or having freezing temperatures (or if we do, its a week or two, not weeks)
Some farms bring them into the sheds for the whole winter (some places have them in year round I think but as an island, the majority go out), and feed them on hay/cattle feed in the sheds. They come in late autumn and are back out in the spring
Some farms have them out on what grass there is, coming in as needed throughout the winter. So in when its a muddy soaking wet week, but if it dries up a bit, the cows are out with the option to come in
And then there are still a few small traditional places who still tether individual cows and so take them out in the morning, tether and bring back in at night
and these cows wear waxed coats. I have a picture of them somewhere
Edit - forgot to add the bit I meant to! IMO You'd struggle to winter a Jersey anywhere more north than us!