When the air outside gets colder, it gets a lot drier. The dry air dries out the membranes of the nose which is bad for the mucous membranes, which need moisture to trap invading microbes and protect us from them. The mucous is sent to the stomach, where the acids it produces destroy the invaders.
Humidifers help moisten the air making the flu virus particles less likely to be airborne. Saline nasal sprays can also help keep your nasal passages moistened.