In the battle to keep warm, Ukrainian infantryman Kyrylo Molchanov has turned to “trench candles”—empty food cans packed with cardboard—to heat his front-line dugout. With Russia and Ukraine fighting through the winter, keeping Ukrainian soldiers warm could become a competitive advantage for Kyiv. For armies, winter weather affects everything from maneuverability to battery power. But the cold and wet can have a crushing effect on soldiers’ morale and ability to fight, while creating potential medical problems. The U.S. and its allies have sent hundreds of thousands of pieces of winter clothing. Ukraine has supplemented those supplies from elsewhere, and the...