Most insects pass the winter as egg or larvae, others as pupa or fully grown. They do it in sheltered places that the insects locate in the late summer or autumn.
However, some insects are active. They spend their time in the cavity beneath the snow, where temperature is acceptable and they avoid freezing to death.
During a thaw they might even walk around on the snow's surface. Examples are the hairy larvae of the ruby tiger butterfly (on the right). These insects often die at five to ten degrees below Celsius.
Most insects pass the winter passively in a resting state, a cold hibernation. They usually lie in protected places, hidden in a crevice or a tuft of grass. The cold isn't as bad there.