They do come out in winter, just not as often. I've seen a few in winter time even with snow on the ground. They are not true hibernators. What part of the country do you live in? You have a season there? Open year 'round here in Idaho.
Yup they come out in winter here too, usually only at night time though. I see the black dirt on the white snow, evidence of their night time hunting. How they dig through ground that is frozen solid is amazing. In Manitoba you can only shoot or trap them in season, November until the end of January. I don't trap, only shoot, so I don't get many opportunities to get one as they are mostly nocturnal. A trappers licence in Manitoba allows you to shoot as well. No limits or season on coyote's and wolves.