Is it unadvisable to go out into below freezing weather if you have copd?

Yes: Even if completely healthy, proper precautions are advisable in extreme weather.

Depends...: If you notice bronchospasm brought on by cold weather, then it should be avoided. So, if you notice you become more short of breath or if you cough/wheeze when exposed to cold air, then you should avoid exposure to cold air as much as possible (or use a bronchodilator inhaler if your doctor prescribes one!).

Usually: Temperature changes are generally bad for anyone with lung disease and can precipitate both asthma and COPD exacerbations. That being said, if you wear a mask and make sure you transition to the temperature change slowly, you may still be able to do what you want or need.