Bring outside pets inside to a garage, basement or barn. When letting them outside, try not to leave them out more than 20 minutes. Keep ice out of the pads of feet.
If absolutely cannot take them inside, make sure they have adequate shelter with plenty of bedding – straw is a good choice – something they can burrow into.
Move the structure so that the door is not facing the wind – or place something to block the wind in front of the door.
Make sure there is plenty of unfrozen water in their water bowls. Give extra food.