Your indoor dog is going to be sheltered from the cold more often than not, but that still doesn't mean there aren't considerations. Smaller dogs in particular can benefit from a few adjustments.
Sweaters. I've seen them mass-produced and sold inexpensively all by the same person. They don't have to cost a lot and can help keep smaller breeds warm. Indoor dogs especially may have not grown the thicker fur required for extended periods of outdoor activity. Most sweaters are also designed to let your dog do his business without soiling the garment.
If you treat the act of putting the sweater on your dog like a special event before letting him outside then you may even find that he'll be excited at the mention of the word "sweater" before long.
The outdoor area. If you have a fenced-in area for your indoor dog to play or do his business in then keep an extra eye out for any escape routes that may be present. Holes in or under fences can be a path to freedom and trouble for your dog. Winter is not an ideal season for your dog to be out in the elements, and you probably don't want to be out there chasing him either.
(Once again, I decide to count on personal experience to fill up another pet care article. Living in Michigan for 21 years was quite an experience. Having the variety of dogs and circumstances that we did often meant using several solutions on different pets at the same time. The usual comments apply: this is not all-inclusive nor am I an expert in these matters. I'm just a webmaster who has owned more than a few pets and is sharing ideas.)