As long as the ground hasn't frozen, There shouldn't be any problem installing a fence. If you are setting the posts in concrete technically you can pour as long as temperature is above 20 degrees Fahrenheit.
In some cases, The Snow can keep the ground warm enough to dig deep enough to set the fence posts.
Example: Did you ever build a Snow Igloo as a kid in your yard? If you did, then you know that once your inside your home-made igloo that it's actually warm and protects you from the cold wind.
It's the same thing with the ground, Snow can be a protective layer from the elements.
Of course, I would suggest calling to get a professional to come take a look at your property and check the ground to make sure it isn't frozen.
