Helmikuu on usein kylmä kuukausi Suomessa.

Because the sentence is saying that February is a cold month.

• Helmikuu = February
• kuukausi = month

So Helmikuu on kylmä kuukausi literally means February is a cold month.

This is a very normal structure in Finnish:
X on Y = X is Y

Here, kylmä kuukausi is a noun phrase meaning a cold month.

It is in the nominative singular, which is normal here.

After on (is), Finnish often uses a predicate noun in the nominative when the subject is a singular countable noun.

So:

• Helmikuu on kuukausi. = February is a month.
• Helmikuu on kylmä kuukausi. = February is a cold month.

That is why kuukausi stays in its basic dictionary form.

Because kylmä describes kuukausi, and both are in the nominative singular.

• kylmä = cold
• kuukausi = month

Together:

• kylmä kuukausi = a cold month

In Finnish, adjectives usually agree with the noun they modify, so here both are singular nominative.

Finnish does not have articles like a, an, or the.

So:

• kylmä kuukausi can mean a cold month or sometimes the cold month, depending on context.

In this sentence, English naturally translates it as a cold month.

usein means often.

So:

• Helmikuu on usein kylmä kuukausi Suomessa. = February is often a cold month in Finland.

Its position is natural in Finnish. Adverbs like usein are fairly flexible, but this placement is very common.

For example, these are all possible, with slightly different emphasis:

• Helmikuu on usein kylmä kuukausi Suomessa.
• Helmikuu on kylmä kuukausi Suomessa usein.
• Suomessa helmikuu on usein kylmä kuukausi.

The original version is neutral and natural.

Because Suomessa means in Finland.

It comes from:

• Suomi = Finland
• Suomessa = in Finland

The ending -ssa / -ssä is the inessive case, often used for in.

Examples:

• talossa = in the house
• kaupungissa = in the city
• Suomessa = in Finland

So the sentence ends with a location: in Finland.

Because of vowel harmony.

Finnish words with back vowels (a, o, u) usually take back-vowel endings like -ssa.
Words with front vowels (ä, ö, y) usually take endings like -ssä.

• Suomi contains u and o, so it takes -ssa
• therefore: Suomessa

Compare:

• kylä → kylässä = in the village
• Suomi → Suomessa = in Finland

Yes, month names are normally lowercase in Finnish.

So normally you write:

• helmikuu = February

But here it is at the beginning of the sentence, so it is capitalized:

• Helmikuu on usein kylmä kuukausi Suomessa.

This is the same reason English capitalizes the first word of a sentence, but unlike English, Finnish does not capitalize month names in the middle of a sentence.

For example:

• Talvella helmikuu on usein kylmä.

Here helmikuu would be lowercase.

Yes, that is also correct, but it means something slightly different in style.

• Helmikuu on usein kylmä Suomessa.
  = February is often cold in Finland.

• Helmikuu on usein kylmä kuukausi Suomessa.
  = February is often a cold month in Finland.

The version with kuukausi explicitly classifies February as a cold month.
The shorter version simply says that February is often cold.

Both are natural; the original is just a bit more descriptive.

No, Finnish word order is more flexible than English word order.

The original sentence is neutral and natural:

• Helmikuu on usein kylmä kuukausi Suomessa.

But you can move parts around for emphasis, for example:

• Suomessa helmikuu on usein kylmä kuukausi.
  Emphasizes in Finland.

• Usein helmikuu on kylmä kuukausi Suomessa.
  Emphasizes often a bit more.

Even though the word order can change, the original version is probably the best one for a learner to use first.

Yes. helmikuu is historically made from:

• helmi = pearl
• kuu = moon or month

In modern Finnish, helmikuu simply means February.
Many Finnish month names are old native compounds with literal meanings, but learners should usually just memorize them as month names.

Also note:

• kuu can mean both moon and month, depending on context.

Finnish spelling is very regular, and length matters.

A few important points here:

• Helmikuu: the final uu is a long vowel
• kuukausi: starts with kuu, also a long uu
• Suomessa: the ss is a long consonant

In Finnish, long and short sounds can change meaning, so it is important to notice them.

Roughly:

• kuu is longer than ku
• ss in Suomessa is held longer than a single s

So when reading the sentence aloud, do not shorten:

• helmikuu
• kuukausi
• Suomessa

Here is the structure:

• Helmikuu = February
• on = is
• usein = often
• kylmä = cold
• kuukausi = month
• Suomessa = in Finland

So the sentence is literally:

February is often cold month in-Finland

Natural English: February is often a cold month in Finland.