Saskatchewan is particularly harsh in the winter, there are other more mild provinces such as Ontario, B.C etc. Saskatchewan is a shock even for Canadians. It's so flat and open that the snow drifts make it very harsh, on top of it's extreme cold. 
It's a whole new level of winter. But like Michael said, Canada is a first-world country, you will be warm - don't worry... But you will have to be smart, learn how to layer and keep warm, and be careful driving. 
 
I would expect it would be a hard transition from India's culture and climate. Saskatchewan is very flat, very open, very bare, and in the winter COLD.

I wish you the best of luck. I would recommend looking towards other more mild provinces if you are very concerned.