Damage doesn't occur in storage below freezing, the electrolyte itself does not freeze until around -40°C. In fact, storing lithium batteries in a colder environment prolongs their life compared to when you store them at higher temperatures.
The one thing you should be really careful about when storing batteries at low temperatures is the possibility of moisture condensation on the battery's terminals & inside the battery when you bring the cold battery into a warm room afterwards or simply if the weather changes. This can cause short circuits & thermal runaway where the internal moist reacts with the internal chemistry.
So if you decide to store your batteries in the cold, and especially outside, put them in a sealed bag together with a baggy of desiccant (e.g. silica gel) so that the air around the battery is always as dry as possible, and when bringing them inside, do not remove them from the bag until they've warmed up to the ambient temperature.
However, if you try charging a lithium battery at a below-zero temperature, the battery will be rapidly and permanently damaged via a lithium plating process, always charge at room temperature. Also using the batteries in below 0°C can cause increased wear, as they have a higher internal resistance when cold it leads to a bad ability to deliver amps & that instead generate voltage drops pushing the cell voltage down very low causing the electrolyte to break down.