You can certainly ride your new wheels throughout the winter and whether you have problems or not will depend on how much TLC you give them and what the road conditions will be like. If you live in an area where they salt the roads then you will need to spend more time making sure to clean your stuff off.
If your new wheels were bought for performance and are nice then you may find that you will shorten their service life considerably if the winter conditions you ride in are harsh.
Since you have your old wheels (at least thats what I infered from your post), then why no ride them throughout the winter and save the newer/performance oriented wheels for nicer weather?
-j