Many breeds will lay well their first winter, as it is their pullet year. But, is the out years that poorer winter laying becomes more an issue.
Most hatcheries state the "cold hardy" abilities of their various breeds. Any wikipedia article on your particular breed should also give guidance on its cold hardiness.
Some breeds' history is precisely cold hardy in orientation. The reason some breeds exist is that a hundred years ago, long before there was electricity, breeders developed these breeds to thrive in the harsh winter climates of upstate NY, New Hampshire/New England, Ohio, Wisconsin and Canada. Take a little time to learn about the history of the breed that interests you.