How does a girl keep warm?

Winter Wear?

Quite new here and am a little confused about winter clothing. Most of the vintage clothes I own are dresses or skirts, and most of the clothes I see in vintage mags are of the same. So what did ladies do in the winter? Thick wool socks and just tough it out?

I live in Chicago so my main concern is inches of snow. What kind of shoes did their wear for that and how would they keep their socks from getting wet?

I tried looking on vintage info sites, but if they do...

How does a girl keep warm?