Animals have the same tricks to deal with the cold temperatures as we do; travelling to warmer areas or staying at home doing absolutely nothing except putting on as many layers as possible against the cold.
Like humans every animal species has a different approach to dealing with the cold.

Skunks:

Even though skunks do not hibernate, you won’t see them very often in winter. Entering a state of low metabolism and a drop in body temperature, they stay in their den most of the time. They are not hibernating though. On warm nights they leave their den to search for food.

Squirrels:

Squirrels do not hibernate either. However, they don`t like the cold. As Compared to summer, they spend more time in the den, often sharing it with other squirrels to keep warm. Furthermore throughout the fall they increase their food consumption to gain body mass in an effort to stay warm. They also hide food that they can later access throughout the cold season.

Birds:

Different birds have different approaches on dealing with the cold. Some fly to warmer areas to spend the winter in a warmer climate. Those that do not fly south but stay in Canada have a lot of tricks to stay warm. They build fat reserves, fluff up their feathers to create air pockets and shiver. All in an effort to stay worm.

Frogs:

In winter you won’t see frogs very often. Frogs have a special feature, almost a superpower, to withstand these temperatures. Frogs hibernate all winter. They are ectothermic animals, meaning they do not have a fixed body temperature like us, but adapt their body temperature to the surrounding temperatures. When temperatures fall, frogs start freezing. Their organs reduce their activity drastically and their hearts stops beating. However, since frogs have a high concentration of glucose in their bodies, their vital organs do not freeze. That way, when spring approaches, the frogs warm up again and start coming back to life.

So don’t worry if you can`t find your favourite wild animal during the winter. It is overwintering just like you, and will be back with the spring.