There's no simple answer to this question as different species of Bonsai trees have different needs. One problem I've noticed is that a lot of people regard Bonsai as indoor plants, while that isn't usually the case.
I've got a lot of trees, most of them still in the early stages of training, and for the most part they seem to do pretty well outdoors, though some of the more sensitive ones need to be moved indoors during the winter months. However my climate is probably milder than yours, as the temperature hardly ever drops below about -5°C (23°F) here and snow is a real rarity.
What's important is to choose a tree that will do well in your climate and then find out what its special needs are.