Cold weather causing a person to get sick is just a myth that has been told for years.
To get sick with a cold or flu or any other sickness your body has to be infected by a virus that causes the cold or flu or other illness.
Being out in the cold can make your sickness worse and make it take longer for you to recover but you cannot get sick simply from being out in the cold weather.
Now if you have Pneumonia then being out in the cold weather can cause the Pneumonia to become worse but sickness doesn't come from being in the cold weather.
You could however die from being out in the cold if you get hypothermia which lowers your bodies temperatures.