Protecting yourself from the freezing cold isn't as simple as just throwing on the heaviest winter coat you can find. A typical layered clothing system consists of a base layer to wick sweat away from the skin, a middle layer to retain body heat, and an outer layer (called a shell) to offer protection from the elements.
From two info sources.
tacticalgear.com
Part 1 - Base Layers
Part 2 - What is the Wind Layer?
Part 3 - How to Choose an Insulation Layer
Part 4 - Tactical Rain Gear Explained
From two info sources.

Layering Guide: How to Dress for Cold & Inclement Weather | Tactical Experts | TacticalGear.com
Read up on how to use the three-layer system to keep warm, dry and comfortable in inclement weather. We cover base layers, mid and outer layers, their materials, and the U.S. Army’s Extended Cold Weather Clothing System (ECWCS).
Part 1 - Base Layers
Part 2 - What is the Wind Layer?
Part 3 - How to Choose an Insulation Layer
Part 4 - Tactical Rain Gear Explained