Keeping pets outside can be great for their well-being. They can chase and hunt things plus lay outside to soak up the sunshine. However, keeping pets outdoors during cold weather can be a very poor choice. Some pets are adaptable to cold weather, but as the temperature drops below freezing most pets should be protected from the elements. Part of having a pet is to care properly care for it, and protecting it is included in that care.
So what should you do? If your pet is regularly in your house then you probably will not have to do much except make sure they can easily get inside if they have decided to venture outside. If your pet spends most (or all) of their time outdoors you should already have a place for them to take shelter from the elements. Making sure outdoor pets have plenty of unfrozen water to drink and fresh food to eat is essential. Even if your pet is outside all the time you should consider bringing them inside to a place that is warmer as the temperature drops. Of course if they have a fully enclosed house with HVAC then it is not an issue, but most will not have that luxury.
Making a place for your pet to sleep may not be the only thing you have to consider. If you have other pets that are indoors will they get along together? If not what will you do to keep each of them safe? If you have a garage you may be able to have your pet sleep there. Another thing to think about is bathroom habits. It is not fair to keep a pet away from their normal bathroom habits (even if it is in the middle of the night). As a pet owner proper care is only fair to the animal you love. If you need help determining how best to treat your pet consider consulting with your local veterinarian.