When it comes to keeping any species of bird in cold climate, some breeds definitely do better than others. However most healthy birds will adapt to their environment. Definitely started as chicks in the spring, by late fall they will have learned to deal with your highs, lows and to some degree, extremes. So if you lived in Alaska say, and your birds were used to temps between 50F and 20F by late fall early winter, as the temp drops slowly into winter to -20 to -30, technically they should be able to adapt to these cold temps as long as the weather changed slowly. You couldn't take a bird out of Florida and expect them to survive living in Alaska and visa versa. Generally most birds can tolerate 20 degree drops from normal over night temps without struggling too much. 30 or more degrees colder than the average over night lows might put them in danger.
Other than Button Quail, most other species of quail can handle most winter temps with out added heat.