Yes, you can harvest free vegetables year-round in any climate!
Brussels sprouts and kale can over winter without a cold frame and often taste better if they are not picked until after they have been frosted upon.
If you don’t want to mess with winter gardening but do want to get a head start on your vegetable garden early in the year when conditions may not be favorable for working the ground, fall would be the time to till up empty spots in your garden so the ground will be ready when you are.
The 16th of January is the big day. Crops such as lettuce or other leafy vegetables can be direct sown.
In larger cold frames flats of hardy annuals such as pansies can be started so they will be ready to go into the ground once the worst of the winter weather is over.
With a little pre-planning you can have a garden that produces abundant crops of fresh vegetables all year round without the additional expense of heating it, even in a cold climate.