As I write this, the weather across much of the US is not great. According to Google, it is, right now, -12°C (10°F) in Washington, DC, and that's ignoring the effects of wind chill. And it's a nippy 16°C (61°F) in Arizona... okay, so perhaps that latter one isn't the best example. But the point is, this is harsh, and, if it isn't fun for humans, then it isn't for wild animals, either.
Indeed, winter in general is a tough time for animals living in temperate climes, as much due to the lack of food resources as to the need to shelter from the cold. There are a number of different strategies they use to mitigate this time of enforced starvation. Some animals, of course, simply brave the conditions, using thick winter coats, and perhaps some means of digging out food from beneath a blanket of snow. But others take more active steps, and there are basically three ways of doing this. One is to hibernate, so that you don't need much in the way of food until the spring. A second is to simply move elsewhere, either migrating to warmer climes or, if you live on a mountain, just heading downhill a bit.
A third approach is to collect food in the autumn and then store it somewhere through the winter, so that you have ready access to it. This, naturally, poses a number of problems. You have to remember where you put the food, hope that somebody else isn't going to
find and eat it, and ensure that it doesn't spoil. Even so, a number of smaller mammals do exactly this, and it's clearly something that works for them.