Another Canadian weighing in here. Wintering depends upon the individual horse, the needs of the owner and the conditions. I live in an area where the climate is extreme. We can have a balmy day above freezing in February and then see - 40 with blizzard conditions for the next month. My number 1 piece of advice is check your horse daily. Keep a close eye on weight, coat, general health and any sign of chills.
With an older or underweight horse, I suggest a quick vet visit before winter. Rule out our deal with any existing problems including parasites, teeth issues or other health issues. Your vet will give the best recommendation on what kinds of extras and supplements your horse needs. Personally, I give mine quality hay and complete feed every day. For a horse that is harder to keep weight on, I add a grain mix that contains flax. (So far, my vet does not think my guys need anything else, but that's just my horses). Sometimes, I do add a small bit of corn oil (but will re-read the article that was posted) if I am worried about weight. When it is cold, everybody gets the extra calories in the grain mix and extra hay. I only feed free choice hay when it is very cold, as I found it isn't necessary most of the time and only encourages obesity.
I have had my horses blanketed and un-blanketed, stabled and pastured. I blanket if I am riding indoors on a regular basis. The horses don't grow as heavy of a coat, so they don't sweat as much when worked, and it takes much less time to blowdry before going back out again. When they are stabled, they must be blanketed during the day because the change in temperature from inside to out is too extreme. They can sweat in their stalls and then chill outdoors.
Now, my horses are at home and we have no indoor facilities and only ride outside, so I don't blanket them regularly. I am careful not to work them in the winter to the point of obvious sweating. I do watch for shivering and to make sure they stay dry. If we have a bout of rain (usually freezing rain), I put on a light rain sheet and let their winter coats do the rest. If they are shivering, I put on a winter coat, or a fleece cooler under the rain sheet to warm them up. It is very important they are dry first. Standing out in the freezing, cold temperatures blowdrying a horse isn't fun, but sometimes necessary. Once the weather dries and they are warm, it all comes off gradually, one layer at a time to give them time to acclimate and ensure they keep their winter coats. When blanketed, I check their body temperature under the blanket at least twice a day. As long as they are dry, healthy, grow a good winter coat, and have quality feed, they do fine in winter and don't have much of a problem keeping weight on. Good water is also very important in the winter. Horses should never rely on eating snow and should always have a good clean water supply.
I realize much of this is irrelevant to the O.P. who lives in a much more moderate climate, but hope it is mostly common sense and of some use. We all keep unique horses under different conditions and so there is no 'one right way', only some basic principles to follow.