Hi. It will depends on how cold the winter is, how long for and the size of your bin. You can always add extra insulation and increase the feeding as to generate heat. But there are limits.

As for smell it smell just the same as a small bin as long as you do things well. That is not overfeeding and always add sufficient amount of dry bedding material.

Check the following article for feeding method:
https://steemit.com/vermicomposting/@quochuy/how-to-feed-your-compost-worms