So long as there's a sidewalk? Yes? They make some very nice winter coats in Canada.

Assuming you have proper gear, it's much nicer than walking in 100+ degree weather

I walked like 2 kilometres to work everyday in Toronto in winter, it was fine. Just get a coat.

Sure, I walked 30min everyday to grad school in Chicago weather. Unless it was pouring rain (ie. not freezing) then I would occasionally take the bus part of the way.

Yes, I do most days, here it's usually below freezing for most of December - February. Yesterday it was -20C (-4F) with windchill. Just get a good coat, pair of boots, hat and gloves and it's fine.

Yes, it can be more convenient to walk in cold weather as you don't stand still to wait and freeze at the bus stop

This was part of the reason I started walking 2 km to work rather than take the bus