Ours (here in the western U.S.) are pretty much left out all year. They are provided a solid windbreak, however. They are also given a daily ration of grain mixed with molasses and, even though they are cow ponies (most are Appaloosa/Arab cross with some Quarter Horse blood) they go into the winter with extra body fat and a good winter coat. Our winters often see -20F, but keeping them out of the wind is important. If a sustained blizzard is expected we might bring them in for additional shelter, but that's mainly for our advantage in feeding them their daily hay ration, and of course good, fresh water. We use a fairly high protein native hay raised here in the valley. We find that it's a better forage than Alfalfa, which is somewhat cheaper.
We bring them in about every week or so (unless they are needed for work) and inspect their feet. Walking on the cold, wet snow will cause balls of snow to build up on the frogs and makes it uncomfortable for them to walk. We pull the shoes off in early winter and they go barefoot until spring...
Good luck with your foal! (By the way, seven months for weaning is perfectly acceptable, most wean sooner than that. Just make sure the foal gets enough to eat).