Find shelters; abandon buildings, old garages, left out construction sites ect . . .
Find shielded areas; valleys, below and the corner of bridges, in between of construction sites which also you can throw some small can of fire near you as well ect . . .
Build your own construction using wood, boxes, trashcans, metal and other objectives to secure an area near yourself.
Use public places such as cafeterias, restaurants, and stores such as Mac Donald, Walmart and Target, just periodically in short periods to not drag attention and get warmed at some time for the moment.
Always keep your eyes open for backyards, sell yards and trashcans, there's always things that people throw away but they are still usable for emergency situations like this one. Also keep responsible for what you own already so you keep them for an extended period of time.
Use constant methods such as sliding the palms to each other which helps to improve the overall warmth of the body, using your breath to keep your hands and face warm. Cover certain areas such as neck, hands, sleeves, ears ect . . .