The nests you see that look so exposed are actually wonderful pieces of architecture, they are tightly constructed, and have a central chamber that is lined with plenty of insulating material to keep the squirrel safe, warm, and dry during your harsh winters. Squirrels stay in their nests during storms, they venture out during breaks in the weather to gather foods that they have stashed during the preceding summer and fall. Your wild squirrels should be able to find plenty of food to eat on their own, supplemental feeding is not necessary.