Start compost in the winter?

Hi everyone! I’m looking to start an outdoor compost but was wondering if it’s okay to start while there’s still freezing temps (Upstate NY). Should I start inside and what’s the easiest/quickest way to start?

Edit: Also I’ve heard about different composting methods, like pit/open-air pile, tumbler, etc.. if anyone has recommendations that’s effective the climate up here, I’d love to hear.

Thank you!!