Ideas, suggestions, tips....
If you can't stand the cold, indoor stuff. If you can (especially since body temp rises during exercise), get out there! I have a custom workout saved here which I got from art of manliness which has a good routine using playground equipment. I intend to precede it with a nice run circuit to lead me to a park near my house where - after the rest of the routine - I can take a short walk home. Ymmv of course but there's always plenty of options regardless of season.
Just curious to know if to exercise more intensely in winters ...
Why more intensely in winter? Exercise is basically inputs / actions = outputs. Maybe you'll find the lower temperatures help you avoid overheating and/or go longer without rehydration but is it necessary to exercise more in winter with all other things being equal? I really doubt it
I prefer outdoor workouts, but this cold is hard to handle! Just bundle up, once you get into it you'll body will warm up