Babies can be out in cold weather but you should only take the baby outside in cold weather if absolutely necessary otherwise it's best to stay inside with the baby in the warm house.
If you do have to take your baby outside especially if the baby is under 1 year old you should put them in blanket sleepers and cover them up with a blanket to keep them warm.
If it's windy it's best to cover there face up just for a bit until you get inside the house, car or store and then uncover there face when you get out of the cold.