Francesco,
You'll be fine. You can build a brick oven in the cold without any problem. Because the oven is well insulated to keep heat in, you keep cold out. We have photos which I can post of an oven working in the snow. There are brick ovens in the Alps, Rockies, Sierra, northerneast, etc. Also there are cold weather ovens in this user group, which I am sure others will write about. Jim's is in Connecticut, and sees lots of below zero temperatures.
One thing to think about is making sure your fourndation is freeze-proof. I'm from California, but there are other in the group who know how to make sure your foundation is stable with the ground freezing.
James
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