The winter weather isn't a person, but the author is making it seem like the cold wind is from Jack Frost's breath. So the author is making the wind or just cold weather in general seem like a person of sorts, or part of a person's traits. Personification is the act of turning any inanimate object or non-human thing to have human traits. Hence the "person" in "personification".
Other examples of personification are sentences like:
The tree danced in the wind
The river swallowed more ground as the water rose more rapidly
Time flies when you're having fun
The ocean lashed angrily at the beach.
I'm sure you can probably come up with more creative examples or look them up elsewhere to get a better grasp on how personification works.
