Winter is a dangerous time for feral cats. Cold, wet snow and the freezing temperatures that accompany it can be deadly for a cat that lives outside. Unfortunately many feral cats are past the point of being able to be rescued and socialized but that doesn't mean they need to suffer during winter. Many rescuers and feral colony caretakers make and place shelters to help the cats through winter.
An insulated, dry place to sleep can really make all the difference. A shelter will provide a dry, comfortable place for the cat to get out of the elements. Since many feral cats live in colonies, they will often use the shelters together and the combination of body heat and protection from the elements keeps them much warmer than if they were sleeping on the ground.
