You lounge in your shirtsleeves inside the warm tent, with your feet close to the fire, reading or talking by the light of a Coleman lantern or a candle. It's a very comfortable way to travel. The only problem is the weight of the equipment and the difficulty of pulling the toboggan behind you while you walk on skis or snowshoes, which frequently limits its your travels to fairly flat, fairly open terrain, or frozen river courses. Going lightweight means that you can carry everything you need for comfort in an internal or external frame pack on your back and go where you please. High-tech and lightweight is the only way to go in the mountains.
Winter camping takes a touch more planning than summer camping.
Winter tents should be a little larger than the tent you'd choose for summer, because you'll be spending more time inside and will need space to safely store your gear. Most people use freestanding dome-style tents, mine is an old Northface VE 24 that's done yeoman service for more than 15 years now. In addition to personal clothing, each person needs eating utensils and a headlamp with spare batteries. To stay out longer, you have to add more food and fuel. Most people don't stay out much longer than a three-day weekend in the winter.