The trick about practicing archery in the winter is whether or not your aim is good enough that you are not missing any shots and having to search for your arrows in the snow.
If you're lucky the snow will have a thick icy layer on top and your arrows will just skitter across the top.
Another problem is that there is no winter maintenance of the target butts - which means they look pretty decrepit during the winter. You have to aim your shots in the corner so you aren't aiming near the softer middle sections of the target butts - where there is often either a gaping hole or material so soft your arrow goes straight through and keeps going.
Because it is so cold outside I strongly recommend wearing multiple layers of clothing. eg. On this particular day I was wearing a t-shirt, a sweater, a hoodie, an outdoor vest, a jacket, a neck warmer, hat and gloves.
Alternatively you can also go to a longer range - 50 yards for example - and practice there instead. But you had best have really good aim if you want to be shooting at that distance and hitting the target with tight clusters.
I have even made a series of fun videos of myself doing archery in the winter, shown below, wherein I was shooting a snowman for fun.