He's visited the midwest a couple of times with some pretty rough weather, this last weekend included. It wasn't brutally cold, but it was pretty grey and miserable--including 18 degrees Saturday when we started on campus in Minneapolis. He also visited Pennsylvania when it was in the single digits. My in-laws live in New England, so he has experienced pretty cold Christmases a few times.
Long story short: he knows it will be cold, and that it will last longer than it does on trips, but he really focused his college search in the upper midwest, so you get what you choose. I went to Wisconsin from the Bay Area and I used to be alternately amused and annoyed when people would ask me about the cold. I knew Wisconsin would be cold. It was. In school it never really bothered me (and being a recreational hockey player, the cold is a feature, not a bug). But I am curious to see how he feels about it come February next year. They don't build tunnels between all the buildings because of the beautiful sunny days.