If you can grow things like hellebores then you can have winter flowers, but there aren't that many winter flowering perennials. Most winter interest I think comes from the seed heads. People often "tidy up" their gardens in the autumn but I think leaving the dead stems provides much more interest and is more wildlife-friendly. Ornamental grasses are superb plants all year round.
Shrubs can be wonderful for winter, things like Daphnes for flowers and Cornus provide wonderfully coloured stems.
A lot will depend on where your garden is located and what kind of space you have.
Good luck with it!