As long as you're dressed properly for the cold weather you could be out in below freezing temperatures at least for awhile before coming back inside and warming up.
Many people do work outside in the below freezing temperatures but they need to take frequent breaks and go inside where it's warm.
Luckily I work inside an office where it's warm and I hate going outside when it's 30 F or below and try to stay inside as much as possible until it gets to 47 F or above and then I try to spend more time outside if possible.