Puppy afraid of snow

Hi! I have a 6 week old puppy (not sure of the breed since its my sister's), but he's mainly in my care at my house. It's snowing here in the Midwest and he's never seen snow before to my knowledge. Whenever I take him out to use the bathroom, he walks around a bit then jumps right back in the house. Because of this, he's been relieving himself indoors. I don't want to leave him in his playpen all day while it's snowing, but I also don't want him pooping and peeing in the house. He isn't properly potty trained so even the doggy pads I put down he misses when using the bathroom. Any tips?