There is more than one breed that does well in long cold winters, but the breed I have is Scottish Highland. They have a 2 layered coat, one is soft and shorter to keep them insulated, and the other is a long coarser coat, to keep off snow, ice, rain. I've gone out to pasture in the morning and find them covered in a layer of ice/snow and are laying in the snow chewing their cud. Most cows won't even go into a barn unless they're having their calf, and even then, some don't.
Read up on different breeds and talk to owners about high and low points about their breed.