Some new beekeepers often panic when they see their valuable honeybees flying out and landing in the snow during winter. These are called bee cleansing flights and are perfectly normal, in fact they present a great opportunity for you to collect and evaluate the workers for signs of trouble.
Should you put the bees back in the hive if you find them freezing to death? I suggest that you don't do that as there may be other reasons why the worker bees are departing the hive and not returning. They may be carrying bacteria, disease, or some other condition not obvious to the naked eye.
In this video I show you what we can learn from just looking at the freezing mid-winter honeybees.