Yes if the weather is cold enough outside and the dog has no protection from the cold then yes the dog can freeze to death from being left outside.
I once had a dog around 5 years ago that got out of the house accidentally and it got below freezing that night and the next morning I found him froze to death outside and stuck to the ground.
I wish I could have found the dog and brought him back inside before he froze but sadly I could not.
Even though a dog has a fur coat on the fur coat is not enough to keep them warm enough during extreme cold temperatures.
If you have dogs you should bring them inside the house during the winter when it's cold out and do not let them stay outside.
You can let the dog outside in the cold weather to play and go potty but always bring the dog back inside during the cold weather and especially if the weather is severely cold.