Layering is simply wearing multiple layers of clothing instead of one big layer. For example, we have all studied in our school time, that two thin blankets are more effective than one thick one. The reason for this is that heat is trapped between the multiple layers.
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Similarly, when you use layered clothing in the mountains, your body warmth is trapped and thus it is more effective. During the day when the sun is out, you might not need a lot of layers. Sometimes one shirt would also suffice. But, if it’s cloudy or snowing, then you will need multiple layers. Starting from the innermost one, they comprise a shirt (full-sleeves would be preferable), a fleece jacket, a down/padded jacket, and finally a rain jacket or a windcheater. While walking in any weather, usually one bottom layer (good quality trek pants) will be enough. If it rains/snows, you could wear a poncho or rain pants.
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During the night, when you sleep in your tents, it can get pretty cold. Though you will have a very warm and thick sleeping bag, proper layering during the night will ensure a good and uninterrupted sleep. In addition to all the layers mentioned above, you could also wear your thermals as the innermost layer. Thermals are only effective when they are in direct contact with the skin. And thermals are not to be worn when you are walking as it could get very warm and irritable, because as it is your body is giving off a lot of heat in the form of sweat while trekking.
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Apart from this, you should also carry good gloves and socks. At night, you can wear woollen socks too. Keeping your extremities warm and cozy is the best possible care in the winters. Also, cover your head at all times as most of the body heat escapes through our head. You could use a sun-cap in the day and a woollen cap in the night.
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On a side note, do not forget your sunglasses as they will shield your eyes from the direct sunlight reflected by the snow. Your sunglasses should be UV rays protected. This is especially important in the winters as there is a lot of snow everywhere. Avoiding this might lead to snow blindness, if exposed for a longer duration of time.