This is timely for me, as I will start next week with a 9 week old pup. I wîll be taking him outside to do his business, and it is cold here. I will carry him out, and pick him up fast when it is very cold. I do have an expen set up inside, and crates, and there will be a wee wee pad in the expen area to be safe.
I have had mixed results with the wee wee pads. The smallest dog I had insisted on going outside at about 3 months of age, she refused to use them anymore (she was about 6 pounds then). I was happy about that, but they sure were convenient in winter.