I really need to know everything I have to know and tips to survive in the cold and winter please, I'd appreciate your help.
Fur clothing is best for warmth, I always like having a fur overcoat as well, both for warmth and emergency cord, fur material.
No shelter; Try to find a 'promising' site to camp, by water, good tree amount, maybe some open area for traps. Build a sm. shelter.
Small shelter; Don't waste wood or effort, keep extra 'pretty much all' wood/branches/sticks cut in a pile next to shelter. Make fire in front of shelter. Warm up and decide what food you're going to try to get. Depending on encumbrance carry a small trunk and some branches for an emergency fire. Set traps or fish 'monitor your temp and be willing to abort to start a fire before critical. While fishing I will often drop/drag a tree trunk over and light it next to my fishing spot.
Cabin; Occasional fire inside keeps it good, monitor your temp and time outside.
Town; If they have a fireplace / town building you can sleep, cook and warm there.