I don't think I would but you might ask over on the Wintersowing Forum here to see if any of the regulars there have had any luck doing it.

Here is a link that might be useful: Winter Sowing forum

Perhaps you could, but 'should' is something else.

Zucchini won't germinate with soil temps under 60°F. If they're in damp, cold soil for too long, they might just rot instead.

If they don't rot, the next question is WHEN will they sprout? If they won't sprout until midsummer, you may not have much of a crop by first frost, as they just won't have enough growing days.

If you live in an area where everyone starts them indoors, there's usually a really good reason for it.

If you're really curious about it, sow some seeds outdoors and pay attention to when/if they sprout, and see if it would be feasible. But I wouldn't depend on them for your main crop.

Sue