One of the benefits of the indoors is that you can do year round indoor gardening. Indoors, the seasons and weather play less of an role and more importantly, you can control the factors affecting plant growth.
Your plants shouldn't get too cold or this will stunt their growth. So in winter, keep the temperature up a little, or place them closer to a radiator. Be careful not to make them too hot. A comfortable room temperature should do.
In winter, certain countries get very little light during the day. If you live in one of these countries, you'll need to supplement the sunlight with artificial light. Take a look at LED grow lights. Flurescent lights will also do and if you have the budget and space, HID lighting will provide your plants with all the light they need.
The main benefit of LED grow lights is that they consume little power. However, if you also want the lights to generate some heat, fluorescent (i.e. energy saving lightbulbs) or HID lights are a better choice than LED. Ordinary incandescent lightbulbs are a big no-no. All you're doing is generating heat. Very little light that they produce is used by your plants.
Try to give the plants around 18 hours of light per day. This is more than enough light for them to grow strongly.
Of course, shade loving plants do not have the same problems with light as do sun-loving plants. Many will survive perfectly well in your average European home during the winter months with a moderate amount of indoor light and some natural light.