at one time I thought my cats need a warm place on 0 degree nights. I was wrong. they get very frisky in cold. and maybe because they have lots of buildings and places to go. most recently I found two cats of mine snuggled together on top of a pile of firewood in the woodshed but it was only about 22 degrees that morning.
if cats are healthy and they have been outdoors through the year the fur fills in and gets thick protective layers by winter. on the coldest nights they ball up and tuck the paws in under them and keep a keen eye out for anything that moves.
in winter I like to give them some canned fish or canned food in addition to the regular kibble to keep them fat and happy. im down to only 6 very healthy cats to keep the rodent population in check around the farm. yeah I do find mouse nests sometimes but they are always empty.