My mom bundled me up and sent me outside anyway... I was a upstate New Yorker as a child. We were wet dirty and cold as children but Mom always had a hot pot of rose hip tea for us to drink.
Some of my friends have to log hours and driving to and for was allowed. So she drove her kid 30 min each way to swimming lessons in the winter 3 times a week and that counted as 4.5 hours of P.E.
here are some ideas from my memory of winter:
Outside: sledding, snowshoeing, skiing, raking leaves for neighbors, shoveling their walkways, clearing the snow plowed onto your clear driveway, hauling wood, walking the neigbors dog, climbing trees.
Inside we played freeze tag, built forts from the couch and took over the basement and made it a dance party place Mom also installed a pull up bar down there. You can do areobic dancing streching, push ups, pullups crunches, jumping rope, hopscotch (tape on carpet), the dragon game...
but something as simple as taking them down to the local park and letting them run or play on monkey bars is P.E.
mom taught us about good health buy having us cook...
you could pick some 'good habits' and focus on one a week,
like washing hands have the kids make signs and have silly penaltys for forgetting. next week brushing teeth, 4 food groups. exercise ect...
have one build upon the other. in fact i like this so much I'm gonna start doing it in my house.