Would depend on the breed, I suppose. Alaskan Malamutes and Huskies can live very comfortably in extreme subzero climate in the Arctic and Antarctic zones. They need not be kept indoors and quite enjoy sleeping in the snow as their coats provide good insulation. ( The movie- Eight Below is a good one to learn about these working breeds - sled dogs)
In India we need to protect pet dogs from the summer heat and keep them indoors during the hot summer days, provide plenty of cool and clean drinking water. Winter is fine for dogs in India and we need to give minimal extra protection to the short haired dogs only.