One of my friends keeps a single citrus (lemon) tree and she helps the pollination with a small, soft brush.
As for where the bees go in the cold months, they consolidate and cram themselves together in the center of the hive and take turns moving from the center to the outer part of the ball of bees in an effort to keep the hive alive until spring. First they kick out the useless drones who would eat up all the stored honey, then the girls cluster around the queen and the brood. The bees start to shiver and wiggle to create heat. Aren't you glad you asked.