Layer your clothing. Many layers of thin clothing are warmer than one bulky layer. The air spaces trap body warmth close to the skin, insulating the body against cold. Don't drink alcohol or smoke cigarettes. Alcohol causes blood to lose heat rapidly.
Smoking slows down blood circulation to the extremities.
Stay indoors as much as possible when it is very cold and windy. When you are outside, shield your face, etc. If victim is not breathing, but has a pulse, do rescue breathing. Get victim out of the cold and into a warm place. Don't rub the area with snow or soak it in cold water.