The species in the article is already adapted to cold weather. They will find out in the spring if it is adapted well enough to survive the icelandic winter

It is remarkable this is the first time mosquitos have been found in the wild in Iceland though. Even if they died out in the winter, you would expect some to hide in shipping containers and lay eggs all summer. Which is how we got Tiger Mosquitos in New Jersey, and now it doesn't get cold enough to kill them and it is so much worse than it used to be.