This is a pretty broad subj when you put it "in any circumstance"...
- dress for the weather
- loose and layered clothing. keep the baselayer dry at all costs, sweat can equal death
- pay attention to both the temp and wind chill
- if there is a wind, work facing with your back to the wind, hood up
- wear good mitts, big enough that you can wear liner or similar gloves inside so that when you need to work without mitts, you don't expose your fingers to the temp
- keep moving to stay warm
- look at the obvious places for frostnip starting (nose, cheeks, fingers, toes, etc)
- boots. never lace them tight if at all possible, tight reduces the insulation by reducing both circulation and trapped air.
Like I said...pretty broad; how you dress, what you do, in what order varies from the Boreal forest to the high arctic. shelter trumps a heat source in the arctic, the extreme cold will hurt you/cause frostbite extremely quickly because of the extreme wind chill with even a 4-10km/hr wind.