Egress Window Install: Winter in Minnesota

[Jacobus Rex]

Hello, 

I need an egress window installed as part of work to have a conforming 3rd bedroom. I want to do this soon. Pardon the statement of obvious: ground is frozen in these parts. I still want to do it. I see one company in MSP area that specializes in egress installs and they say they do it in the winter. Anybody here done this/had it done?  The contractor said it was possible without to much additional effort.  Thoughts?  Thanks!