Well, I live in the desert and mountains so we get the opposite extremes--sometimes it is so hot that you're limited in what you can do, even if you make a point of getting up super early/taking them out after dark, and other times it is so cold and snowy and windy, you don't want to do anything!
Dressing appropriately and just dealing with it is really the best option. Invest in some wicking long underwear (don't bother with the cheap cotton/polyester stuff you can find at Walmart--it will get wet if you sweat at all and be worse than nothing) and some good winter trekking socks. Layers are your friend, and loose is better--my long underwear is form fitting, but then everything else is sort of loose to allow warm air to be trapped in it. Then you toss on a wind- and waterproof outer layer (pants and coat) and a good hat, and things get a lot more bearable.
But, stepping up fun indoor activities is good, particularly for a pup that young who may not be okay with cold temperatures for long (as far as that goes, I'd ask your vet to be safe, you can probably just call and they'll tell you--normally though I just watch my dogs for signs that they're cold or want to go in).
I like clicker training and trick training. Hiding a smelly treat somewhere in the house and sending her to find it can be a lot of fun for puppies too. Tug, puzzle treats, anything that gets her thinking and engaged.