Most succulents prefer to live in and thrive in tropical warm climates where winters are very mild.
Succulents can thrive in cold climates though if you can use some frost or freeze protection on the succulents.
But it's usually much better to bring the succulent plants indoors if possible during really cold temperatures to avoid them dying of freezing temperatures or frost.
Some succulents may be able to survive freezing temperatures and may just go dormant until spring while other succulents may actually die of the freezing temperatures and may not come back to life in the spring.