Baby it's cold outside!

The worst thing is in the cold: Condensing water inside your gear.
There are those heat thingies:

However you need them to be placed correctly so you do not get water in the end.
The cold is really not the problem, but static charges and condensing water… it also depends how the whole setup looks, how much wind there is etc. so there is no definitive answer what to do.

I had to play a warm up set in a ski resort back in the days of turntables and vinyl. I plyed the first track and started to beatmatch the second track. The needle skipped, do I had to re-inspect the tonearm, but the needle kept on sliding out of the groove, so dropping the 2nd track went wrong. Apparently , the cold had “frozen” the needles. So if possible, keep your needles warm untill it’s time for your set.

But hey, nobody plays vinyl anymore, just the ramblings of an old timer…