I used to frequent overclocking forums and at the time a lot of this was crazy custom work instead of purpose built cooling products or things like water cooling AiO setups. I remember people building intakes into their window so the computer case sucked in cold winter air from outdoors. There was even a guy that installed a homemade water cooling setup and had the reservoir tank outdoors and piped through the window. I think the later had a real risk of freezing if his folding at home rig stopped working on very cold days.
I mostly just installed insanely loud tornado fans myself, which were in style at the time. This was before building a quiet PC was on anyone's radar it seemed.
Ive done that. I am doing that. Using the outdoors as a natural heatsink isnt crazy. In a couple months it will be -30 outside my window. Why should my computer fans whirl around constanly using 20c indoor air when literally inches away there exists and unlimited supply of -30c outdoor air? Some simple water cooling parts, a 30$ heat exchanger and a little radiator fluid. Net result is lower temps and significantly lower noise. The only practical problem is consensation, but with dew points of -30c even indoors that isnt much of a worry.
It's a neat hack but I have to wonder whether the hole through which you pass through the pipes leaks more heat energy to the outside than the fans take to run on an all-indoor system.
Plus, in the winter, you get "free" heating by running the machine completely indoors. Not actually free of course, but free as a side-effect of using the machine for other tasks. Had a friend who tried splitting his electrical service off into a cheaper heat-rate branch to run his bitcoin mining rigs and claimed they were the same as a space heater. I don't think the power company bought it.
I had this idea but never executed because it's only bitter cold outside for about 3 months out of the year. And then I'd basically be doing a semi-annual detachment/attachment of my PC from the wall and probably removing/adding an insert from a window for the other end of the loop.
This combined with my roughly 4 month itch to rearrange my office made it seem like much more of a pain in the ass than it was worth to ever actually do.
I've done it a few times. I find that seasonal temperature changes are not as much of an issue as I first thought. Automotive radiator fluid basically never freezes. And once you have a coolant loop running outside, your options are far greater. Even radiators are a unnecessary. I once has a coolant loop run outside to 20-gallon washtub sitting on the ground under a wood deck. No radiators or fans. The entire rig cost less than 100$. Just a tiny aquarium pump pushing water up the loop into the house. The tub was in thermal contact with the ground and was so massive that it took many hours for my computer to warm it up even in high summer.
I would assume folks would use antifreeze when doing sub-zero liquid cooling, that would prevent issues in all but extreme cold. It would have a bit of an impact on heat transfer though...
I mostly just installed insanely loud tornado fans myself, which were in style at the time. This was before building a quiet PC was on anyone's radar it seemed.