It doesn't get
too cold here in Alabama, but when it does get cold, my yorkies don't want to be outside for very long. I just put a sweater or coat on them, take them for a quick potty break outside, and they want to come right back in.
I know there are people here who live in Alaska and other
really cold places. So, it obviously works. I wouldn't worry about it too much. Just make sure they stay nice and warm!