If you are going to downtown Minneapolis, then don't worry. That is the cold weather wuss capitol of the Great North. Every building is connected via heated walkways, there are heated tunnels around, a lot of them at Gopher Wuss University.

Here in Madison there are no heated walkways, or even covered walkways. No tunnels on campus. We even play football outdoors (likewise in Green Bay).

In Minneapolis people go to their heated garages, get into their cars, drive to heated or covered parking lots, take the heated elevators to the heated walkways and walk to their office. At lunch they walk via their heated walkways to restaurants or stores. They never even go outside during the day.