"The origin of the Winter Soldier derives from the writing of Thomas Paine: 'These are the times that try men's souls. The summer soldier and sunshine patriot will, in the crisis, shrink from the service of his country; but he that stands it now, deserves the love and thanks of man and woman.' (The American Crisis, a pamphlet published in 1776)"
Also, to quote Colonel Vasily Karpov: "You do not understand...You cannot. You and the Germans have your super-soldiers...your secret weapons...But we Russians...we have nothing but our winter."
I believe those two quotes can more or less explain the meaning behind the Winter Soldier.