What happens to all the people who are homeless and out in the streets in this weather?

I've been thinking about what happens to homeless individuals during extreme cold weather. Do the authorities round them up and take them to nearby shelters to keep them safe? And what about those who aren't found or choose not to go to shelters? It’s heartbreaking to imagine people with nowhere to escape the freezing temperatures. As an average person, is there anything I can do to help those who are stuck outside in such harsh conditions?