It may all freeze during the winter - put a big piece of scrap cardboard or carpet on the pile to keep the snow off, and peel it back to stir in the peels, rinds, and coffee grounds. If you have the garden space, you can simply open a trench up in the soil and bury your kitchen scraps 6-8 inches deep under the soil. Crops shouldn't be planted in the soil until the kitchen stuff has decomposed. Redworms are a kind of earthworm that are specifically adapted to eating rotting vegetable material. Other species won't work for this kind of composting.
Most people find it convenient to build, buy, or scavenge a container for their worm bin.
5-gallon buckets with holes drilled for drainage are small but work well. Scrap wood can be used for cheap wooden bins. Whatever the size of your bin, it will be able to handle one pound of kitchen scraps every week, under ideal conditions, for each square foot of surface area on the top of the bin. Also, cool temperatures reduce the amount of stuff you can add. Winter temperatures make worm bins nearly inactive in the winter outdoors, but many people do bring them indoors.