Fat is the the ingredient that produces the most heat. Dogs only have sweat glands in their foot pads. So keeping them dry will help prevent frost bite in the foot pads. Boots are available to help keep them dry and warm. If you do house your pet in an insulated house outside there should also be adequate bedding present.
Bedding can be in the form of straw, wood chips or cloth.
The bedding needs to be changed often to keep it dry and clean. There must also be adequate water supply available or dehydration will occur. Feed a high calorie diet such as the premium diets provide. Or add some fat in the form of animal fat or vegetable oil. Feeding low priced generic type food does not provide enough calories for adequate body heat production.