How do cats and other animals tolerate the cold of winter?

Mieeo asked:

Especially cats, since they are so tiny. It is hard to believe that their fur does much when the weather is so snowy and freezing cold. My young cat will stay outside for hours at a time. Which brings me to another question, is there a way I can get my cat to be more of an indoor cat? It always wants to go outside unless it is hungry.

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