If you need "winter" fuel, your local fuel stations will have it. Diesel is ok down to around 10-15 degrees or so. Winter diesel (#1 instead of #2) is for sustained, severe cold in the far northern US and much of Canada.
Also remember don't put summer diesel in an auxiliary tank and expect it to work in winter. You can purchase additives that will take care of this problem but you're going to have to put those in ahead of time or place the vehicle in a warm shop overnight to mix it in. If you spend much time in the Arctic temps then you'll have tank heaters in place as even winter diesel will gel at frigid cold temps.
You really don't need to worry about it unless you fill up in a warm region and drive to a much colder one without using up most of your fuel. The major fuel companies blend the fuel to meet the seasonal temperatures and the ASTM has standardized diesel "pour points" for wintertime diesel fuels.
Winter fuel does not produce as much energy as summer blend fuel which is one of the reasons why your mileage is worse in the winter.
"Winter" diesel is just a blend of #1 and #2 diesel, at least where I live. Now you generally find #1 and #2 as choices. Many years ago you just had one diesel pump and they changed the mixture when the weather turned cold. I imagine in the summer it was just #2.