Cats often get frost bite on the tips of the ears. Resulting in the tips of the ears falling off. Dogs with thin ear tips may also become frost bitten. Pets generate body heat from calories produced by food. 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.