Among other things the basal metabolic rate of someone who's been exposed to the cold regularly for a while rises, and they tend to put on additional brown fat which produces heat. It might be interesting to see if the response is stronger in populations that have existed in cold places for s long time vs say, a population that lives near the equator. I suspect that there isn't enough time to evolve huge change in the capacity to alter the strength of this response though and people are actually really good at causing gene flow through all their different subpopulations even in antiquity.