Your vehicles owners manual or the tires sidewall should state the recommended tire PSI air pressure which is the cold tire pressure and what the tires should be inflated to during the cold weather.
So you usually want to keep around 35 to 40 PSI in your tires depending on the vehicle and tire size during the winter months.
Also the cold weather can cause your tires to deflate some and lose some air pressure so always check your tire pressure more in the winter months.
The change in air pressure during the winter is what causes a drop in tire air pressure which is normal but it should always be checked.