Our cows always have access to some sort of a windbreak, trees, windbreak fence, coulee etc. And, that is it. Well, that and if it is really, really cold we feed them extra.
For calving time we have a barn. If it is below -10 C we do our best to bring cows in before calving and if we miss one, we bring it in as soon as we see it, usually. Depends somewhat on how it is doing outside. Oh, the barn is not heated either, one reason that when it is cold we try to have a few cows inside. More work, but it can warm the barn by 10 or more degrees (C)
For the most part I let them be. We have a solid 4 seasons in MI and it's been my experience that mud and heat/flies are actually a greater health hazard than cold as long as they are fed.
Calving is a different matter. I make sure the calving cows have a barn with straw. No heater - don't trust myself or them with a heater. Still, cold weather calving keeps calves out of the mud and some of the bone chilling rain too. That's a crapshoot from what I can tell.
We don't get the really extended frigid temps of the northern regions, BUT we do occasionally get those below freezing temps. I/we don't do anything differently other than put out more hay if its especially cold, obviously they consume a bit more at those times. They have access to an area/grove of cedar and pine trees which seem to provide them with enough shelter. They have acces to a 3-sided run-in shed depending on the pasture they are in. At calving time, they seem to like to calve in the grove of trees. At that time I make the pasture with the run-in available. I have only had 2 calves lose little 'snippets' of their ears due to frostbite. They were born during an ice-storm :roll: .