Winter is a time of often staying inside and getting warm but there is a lot of exclusively winter activities that are fun to do and will get you a great workout as well.
Skiing can be a pretty intense bodily workout depending on the route you take and the skill level you are at when attempting it. Downhill and Cross-Country skiing can help flexibility and help build core muscles. The main workout being for your leg, just make sure you dress warm for the activity.
Similar to skiing in terms of where your legs will get most of its work and they are both done on a snow hill, snowboarding is much more of a balance game as there is only one board for you to balance your weight on. It promotes a great core workout, leg workout, and helps your balance which will help you in everyday life.
You don't have to be doing any sort of crazy moves and jumps while ice skating to get a good workout, just doing consistent laps around a ring is another great help to balance and coordination. Another activity that builds your legs and your core while doing it.