I have difficulty breathing(shortness of breath) along with coughing and wheezing sound during winter season especially night time.

Asthma?: If this is ongoing, my first step would be to rule out asthma. Corticosteroids produced by the body wax and wane depending on circadian rhythm, which results in frequent nighttime symptoms for asthmatics. Shortness of breath, chest tightness, coughing are typical. Primary care provider, Allergy/Immunology specialist, or Pulmonologist are good places to start.