DO NOT paper train this dog, there is no need for it. If you start that you'll be sorry!
Just take the dog out, get a sweater for him and if it's really cold let him do his stuff then come right back. Praise him when you come inside and give him a treat and lots of pats telling him what a good boy he is. Make sure you clean his feet off when you come in! He may have been left outdoors in the cold and you have to let him know that you're not going to leave him out there and he's okay
If the snow is a problem get out your shovel and shovel a clear path for him. I did this for 16yrs with my small terrier.