We use very little toy wise in the winter. I have let them on the litttle tykes type climber but it can be icy/slippery so have to watch the stairs carefully. The door of the playhouse is usually snowed shut, the sandbox is buried under the snow and I always fret about them flopping in the snow and hitting the corner of it (wooden square box). They do use the swings as their feet soon smush the snow under them.

Mostlly just put them out and give them child size shovels and they will be happy - one per child of course.

You can flatten an area for them to make paths through the snow, hang some bird feeders which they follow the path to each day to check if refills needed.

My toddlers don't last more than 20 minutes outside in winter anyways so the shovels pretty much keep them happy.