Welcome to the forum
How old are they and how long have you had them?
If they are young or otherwise not been outside all summer to acclimatise, then they should really be kept entirely indoors this winter.
You will need to make a decision on whether they are living inside or outside for winter and then keep them only in that location. They should not really be exposed to sudden and large temperatures fluctuations between indoors and outdoors given the difference between the two is now so great.
It would be best, if possible, if they were kept inside completely now given the temperatures are well below 15 degrees. No outside time at all for indoor piggies at this time of year. To give them exercise time out of their indoor cage, you can set up a play pen or let them roam a safe room floor where they cannot escape for a few hours. Equally ensuring their indoor cage is large enough will go a long way to making sure they get enough exercise - they don’t need to have daily floor time if their cage is big enough. For a boar pair, that is a cage of 180x60cm or a 5x2 c&c.
If you want them to be outside, they need to stay out and not come in at all (no indoor cuddle or playtime and not coming in at night). But as above, if they are young and otherwise haven’t been kept outside entirely all summer, then they won’t have acclimatised so should be kept indoors for this winter.
If you are going to permamently keep them as outdoor piggies, then they are going to need a lot of protection. Their hutch ideally needs to be moved into a shed or garage to keep them out of wind and rain. Their hutch will need thermal and waterproof hutch covers and probably blankets or old carpet under the hutch covers to help further stop draughts. Inside the hutch will need to be filled completely with hay, along with ideally wooden hides also being filled with hay. They will also need several snugglesafe heatpads which can be placed under the hay in their hides to give them somewhere warm to snuggle up. A thermometer so you can sure their hutch is being kept warm enough is also important.
For exercise, that can be trickier for fully outdoor (as opposed to shed) piggies and they usually have to spend all winter in their hutch (again, ensuring the hutch is a 180x60cm for a boar pair is important). Technically they are used to the cooler air temperature, but the ground will be cold so it would not be a good idea to put them into a run. The guide is, if you can stand on the ground with bare feet and not feel cold and damp, then they can go in a run.
Mine live in my shed year round. To keep them warm, as I say, their hutch is in the shed, it has insulation, a thermal cover, two blankets and another hutch cover. They have loads of hay and four snugglesafes between the two of them. If this fails and I can’t keep their hutch temperature above 10 degrees (they are usually above 15 degrees), which it has done in the past, then they will move inside for the rest of winter and not go back to the shed until around next April. For exercise, they get free access to the shed floor to play but they don’t go out in the run on the lawn after September/October as the ground is too wet and cold