Roxann,
Most plants have a natural growing period in their native environment. Their germination can be triggered by factors such as heat, light, temperature or moisture. In other cases its factors like fire, going through some animal's digestive tract - all fascinating and enough to write books about (and people have).
Basically it's all a matter of survival. Even seeds are smart enough to conserve their energy until the time is right.
Some plants need to rest and "chill out" and this can be overcome by "fridging" the seeds so they think they have gone through winter.
Some plants are grown as annuals, but really in ideal circumstances would be regarded as "perennial" only because they would re-seed and flower over a long period. Not a full year generally, because for most of us, there is a little climate fluctuation.
Speaking from a sub-tropical climate where we do not need to over-winter things, but still have a definite "summer" and a definite "winter", I could grow things like alyssum, petunias and impatients, for 9 months of the year, except for the very coldest months they would self-seed in the garden.
Indoors, you would need to provide an artificial climate of light and warmth in order to have your annuals germinate and flower while outdoor conditions are not suitable. That's not impossible to do, but needs a dedicated - and potentially expensive - set-up.
I'm sure if you post the particular plants you would like to try this way, you will get plenty of help. Otherwise, like most of us, spend the colder months planning what you will do when the warmth arrive, prepare and be patient .