The type of shelter depends on the type of winter your area has and the breed of cow. Keep cows wormed. Change brands of wormer every other time to prevent them from becoming immune. Provide water at all times - either a pond, spring, creek or watering tank. Milking cows will need grain and hay for good production.
Beef cows can manage on pasture with supplemental feedings of hay and grain in winter.
Keep salt and minerals out for cattle at all times. Check with your local vet or agricultural agent about types of minerals needed for your area and time of year. Maintain a good fence or pen around cows. Clean barn stalls and lay fresh straw if you keep your cows in a barn. Milk dairy cows twice a day.