They do just fine during the winter if given the proper preparation.
I had my two longnose gars (18" at the time) in my ~500 gallon goldfish pond last Winter, and they both survived and still maintained decent body mass despite the fact that the pond was completely frozen over for weeks at a time. They were kept on live food (mainly minnows, sunfish, and goldfish) and were placed in the pond in early August in order to give them time to get ready for the changes of season. They were allowed to eat as much as they wanted while in that pond, and they put on a decent amount of size and body mass in preparation for Winter.
I have since moved those two longnose gars to my ~95,000 gallon spring-fed natives pond along with my two largest alligator gars. Said pond contains confirmed breeding populations of spotfin shiners, bluegill, and smallmouth bass, so there's plenty of food for the gars and the other fishes that are in there. There are also a few walleye/saugeye/sauger and a couple of flathead catfish in the pond. All of these fishes are growing pretty fast because of the ample food supply, so the gars should be able to get properly bulked up for Winter.
So as you can see, the name of the game is size, acclimation, and preparation when it comes to keeping gars in an unheated pond during the Winter.