In extreme cold humans get frostbite, hypothermia and windburn. Winter weather can make cold houses suffer as well.
Building materials expand and contract at differing rates depending on which parts are exposed to frigid temperatures, areas that have greater heat loss or where heated portions of the home are adjacent to areas which get less or no heat. As a result, you will likely hear differing sounds as these materials move. It may be a creaking sound, perhaps a bang and can occur at anytime, but often when there are temperature fluctuations in those materials.
Water pipes can burst & ice dams can form allowing water penetration into your home. Prepare for cold weather with regular maintenance & inspections. Reduce heat loss by sealing cracks in your home. Ensure your heating system works efficiently. Falling temperatures means your heating system use increases. If you have closed off areas in your home from heat sources, use area heaters where room temperatures drop below say 5C (41F). Be aware that when room temperatures plummet or spaces are unheated they are prone to condensation and mould growth.
Insulating your home can go along way to keeping the heat, if you have all the cracks in the house sealed up first. After holes in the house, the biggest heat losses will be the attic and basement walls.