Winters here seldom bring more than a day or two of extremely cold weather. That two or three days can be threatening if you are not prepared for an emergency.
As in any other weather condition, gather your supplies before the season begins. Be sure you have sufficient fuel for heating and warm clothing. It is very possible that you will lose power. Be sure you have safe non-electric heat, if possible. Dress warmly in layers. Close unused rooms.
Check weather conditions on the radio, TV, or online. Stay indoors at home if you can. Avoid travel and walking unless absolutely necessary. The best safety method is to be prepared before the storm hits.