Who are those cats you see outside on cold days? They may be pets whose owners let (or put) them outside.
Or they could be community cats, a group that includes ferals (who are afraid of people) and strays (who've been lost or abandoned). No matter how resourceful these outdoor cats are, they need help surviving winter.
Give outdoor cats shelter from the cold
Yes, their thickened winter coats help feral and stray cats weather winter's chill, but they still need warm, dry, well-insulated and appropriate-sized shelters. A shelter must be small enough to trap the cats' body heat to warm its interior. Use of straw, or pillowcases stuffed with Styrofoam peanuts work well.
What NOT to put in your outdoor-cat shelter
Don't use blankets, towels or folded newspaper; they absorb body heat and chill cats who are lying on them.
Give outdoor cats food and water
Protect outdoor cats from hunger and thirst this winter by keeping their food and water from freezing.
If you can do so without compromising the privacy and security of the shelter, place food and water near the shelter so the cats won't have to travel far.
For more details on caring for Cats in the winter, or how to build a shelter, contact your local Humane Society or SPCA.