Like other alliums, leeks in our short-seasons require you to start them early indoors, 8-10 weeks before planting them out. Seedlings can handle a bit of Spring frosts, but don't try to push them too hard without a bit of row cover protection.
If you're into "fresh" winter vegetables, some varieties do very well over-wintering in the field or better yet, in a protected greenhouse or high tunnel. I've gotten into the habit of digging them out in the fall, potting them up into 5-gallon containers with a bit of garden soil and storing them in the root cellar for "fresh" leeks all winter long. They're also great substitute for onions in any recipe!