For cold climates that stay at or below freezing for most of the winter, watering during the heart of the season is not normally necessary. Most plants will go dormant and the freezing cold water hitting the root system can actually damage plants. A decent snow cover of a couple inches or more helps insulate roots from the cold. Mulching also provides sufficient root protection for most plants.
Watering is most important in late fall or in climates with mild winters that have occasional frosts. If possible, water the soil around your plant thoroughly a day or two before an expected frost. This will help strengthen and protect your plant from the cold. It is generally not recommended to water if there is snow on the ground or if the ground is frozen. Water early in the day before the temperature dips at night, to allow plants time to absorb the water. Be sure not to overwater during winter as too much can lead to root rot. Plants that are growing in winter are usually growing at a slower pace. At most, two to three waterings per month should be more than enough.
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