According to the Idaho Humane Society, if you are unable to bring your pet inside during cold weather make sure that you check their water regularly to make sure it isn’t frozen over and they have a warm dry place. Dogs and cats apparently can get frostbite or hypothermia.
I have a dog that hates the cold, so we get her a little sweater and when she comes inside she has a blanket, a warm layer is helpful for animals that get colder easier.
Checking your animals paws is important as well, dog paws can get cracked and bleed if they get too cold and snowmelt can actually burn them. Try to find a snow melt that is animal friendly.