Slime tire sealant is made to withstand extreme cold temperatures and will not freeze in most cold climates so it will continue to work during cold weather.
However it's best to keep the slime in a warm place to prevent it from getting too cold when you're ready to use it because the warmer the slime is the better it will flow into the tire.
So keep it inside the trunk of the car or keep some inside your garage when you're storing it if the garage is warm but even if the slime does stay in freezing areas it still will work fine but it works better when it's been able to stay warm.
Slime has a very low freezing point and it would probably have to get as cold as Antarctica would before it would actually freeze.