Cowboy up!!!
I put on a sweatshirt and insulated vest and head for the driving range as long as there is no snow on the ground.
When there's snow on the ground I work on mechanics in the family room. Contrary to what my wife says, the carpet makes a good practice mat. We've come to a happy medium. She's okay with it as long as I fix my divots.

I also live in the midwest (OH) and will visit an outdoor range with heated stalls every weekend if possible. Even with heaters, I still need a few layers on but I spend the time making half swings with many different clubs to specific targets. This time is not about hitting a club the normal distance and trajectory, but practicing this way gives me a feel for when I need to hit something like a 6 iron only 100 yards during the actual season. I have been doing this for several years now and it has improved my success rate at executing a "golf shot" on the course whether it is to get out of trouble or perhaps when the course calls for it during the normal playing season. I also continue to play when possible when courses are open--even though conditions are not great, it still is fun. We are lucky that quite a few courses will have shotgun starts late morning when the temps are not below 40 degrees as long as there is not snow.

On days I can't be outside I'll be in the garage hitting balls into my net. Got a Garmin G10 with a Spornia net/mat combo. Use Awesome golf app and it's pretty accurate.