Winter doesn't mean you can't have plants in your yard, but if you have potted ones on your deck or patio, you should be careful which materials those containers are made out of. The last thing you want is your all-weather plant to die because the pot shattered or rusted in the cold or snow. Image from scotnelson.
Most metal, plastic, wood and fibreglass pots can withstand freezing temperatures, so they're usually safe. If you have metal pots or planters, keep an eye on them for rust, or make sure they're galvanised so they're protected from wear and rusting. Terra cotta, ceramic, concrete and other moisture absorbing materials are prone to cracking when the temperature dips.
This happens when water, absorbed into the pot, turns to ice below freezing temperatures. Ceramics that have been fired at high temperatures, however, usually don't suffer from this, so if you have finely crafted (or DIY!) pots, you should be OK. If you need ideas of plants that can survive in cold weather, check out recommendations at the link below (warning: It's a slideshow).
Cold-Weather Planting [This Old House]