I understand the harsh conditions in winter in Canada, but.. do trees migrate indoors when it gets cold?
That being said, because bonsai are placed in pots the rootball could completely freeze over, combine that with drying winds and you and up with a dead plant. If its covered in snow, no problem, if its in the wind.. problems. So, protect it from the hardest conditions by placing it in a garden shed, or greenhouse, garage, .. but NEVER inside at room temp.