In most cases no – they can be snowed on and ice can accumulate with no issues.  The issues that could be problematic are falling snow and ice from a roof – you may want to think about how snow and ice falls from your roof when locating.  The other issue is water freezing inside.  Each sculpture has drain holes.  If the drain holes become blocked by soil and insect debris – the sculpture could hold water and freeze.  I recommend that these holes be cleared out with a pencil on small dowel once per year especially in cold climates for this reason.