I recall driving across Northern Oklahoma after a particularly brutal blizzard in the late seventies-early eighties. The cattle were lined up, facing south, against the fence on the north side of OK-11 west of Medford -- frozen to death.
Back in the days of the Open Range, the "drifting" phenomenon of cattle before a blizzard was a recognized factor in the High Plains. The Panhandle Drift Fences were to help control this factor, keeping the free-ranging cattle north of the Canadian Breaks in the Panhandle.
The linked article notes that, in the Winter of 1884-85, an estimated 200K free-range cattle died when they finally reached the Panhandle Drift Fence.
The incident led to the abandonment of the Free Range and fencing off properties -- which enabled a policy of improving pastures.
It does not require much to shelter a cow. A simple wall of tin is often put up for them to take shelter behind. With some hay, cattle can survive as the hay is broken down in the stomachs by bacteria and produces heat in the body.
Wind is the killer.
Ever notice how buffalo face the wind but cows will turn their tail to it.