Briefly, winter sowing is just like starting seeds in the house under lights except you cover the containers and put the containers outside during the winter months. Fill containers with a moist soiless mix and add the seeds. Cover the containers and put the containers outside. When the weather warms in the spring the seeds will sprout in the containers.

That's it in a nutshell. A lot more info is available on some of the finer points at the winter sowing forum. In the north, containers are best put out during a warm spell in February/March. This allows for a slow cooldown and prevents the seed from an instant freeze which could burst the embryo.
Some seeds require stratification....that is they need a period of cold temps or the freeze-thaw cycle to germinate. Usually these seeds come with the instruction to put the seeded trays in the refrigerator for 6 weeks or whatever. These types of seeds are excellent candidates for winter sowing. But....many, many seeds that don't require stratification also work for winter sowing.
Avid winter sowers are very creative in the containers they use. Everything from cut-off milk jugs to the plastic deli containers. Just make sure you punch drainage holes in the bottoms of any container you use.
Jan

It's easy- too easy! You will have more plants than you will know what to do with! It's fun- and addicting!
Try it- you will like it!
Julie