It's all about context here. We use 'the' when we're talking about a specific winter, for example 'I saw him in the winter', would mean that we saw him 'last' winter. Or if it's with a year - 'the winter of 2015'. If we don't have a definite article, then we're talking about winter in general. 'Christmas is in winter', 'I like to go skiing in winter' - here's it's not talking about a specific winter. With future - if we're using it as a noun phrase, it's always 'the future'. 'I want to go to Barbados in the future'. If it's an adjective, then it depends on the noun and the usual rules for articles will apply. 'Future generations' (general plural countable noun) but 'the future Government' (specific noun). Hope this makes sense!