This is my first winter and what Smokey said is right. You just have to plan for the reduced income by putting some money aside in the busy months. Like Smokey said, you will enjoy the short days as your body will need a break after summer/autumn. I've done a few small landscaping jobs over winter like turf laying, retaining wall, building garden steps etc, all 1 or 2 day jobs but it all helps. As long as it's under $10k I believe you don't need a builders license.
Crocster also gave a good tip- try and "load up" on customers in Autumn to get you through winter, then if you're too busy come summer drop the least profitable ones.