I live in a colder climate, zone four. I was wondering if a small greenhouse would be a good place to winter my outdoor trees or just putting in them in my garage will be adequate? The temperatures here get down to sometimes 40 below zero.

-40c is really cold. Do you get lots of snow? Trees burried in snow will actually not get that cold.
I have no experience growing plants in that type of weather. I would find a way to protect them yeah. Not sure a greenhouse is the way to go, as they warm up considerably once the sun is out.

Zone 3B is where I live. Pretty darn cold here, pretty close to zone 4, just a bit colder. Record low has been - 50 fahrenheit....
Anyway, cold frame is the way to go. If you have a greenhouse, put them there as soon as the temps get below 10 Fahrenheit. It depends on the species of the tree, I was told to put my Junipers in the cold frame when temp drops below 10 Fahrenheit, forsythia and boxwood when temps drop below 20. There is one, and only one Bonsai Nursery in my state, and they are pretty good at it. I called them and asked them what they did with their trees, and they said, cold frame is a must if you want your trees to survive. Other methods might work, but it is risky.

Leatherback, the problem with these really cold climates, is that temperatures are usually "too cold for snow", the air gets too cold to hold any moisture. So yeah, it does snow, but it is not very reliable. Where I live Jan and February are characterized for little precipitation, windy, and extremely dry cold air.