Learn Russian: Когда наступают холода, звери отправляются спать. - When cold weather arrives, animals set off to sleep.

You could replace the clause Когда наступают холода (When cold weather arrives) with Зимами to get: Зимами звери отправляются спать (During winters, animals go to sleep). The bare instrumental plural perfectly captures this kind of repeating, seasonal habit.

Why is the word for cold (холода) in the plural here?

While the singular холод simply means "cold," the plural form холода is widely used in Russian to mean "a period of cold weather" or "the winter frosts." Russian often uses the plural for elements like cold, rain, or wind to emphasize a prolonged stretch of severe weather.

Why use звери here instead of the more common word животные?

Животные is the broad, generic term for all animals, including pets and livestock. Звери, on the other hand, specifically refers to wild animals or beasts (like bears, wolves, or badgers). Since this sentence is about natural hibernation in the wild, звери is the most fitting choice.

Why use the reflexive verb отправляются instead of a simpler verb of motion like идут?

Идут спать (go to sleep) sounds very literal and domestic, like someone walking down the hall to their bedroom. Отправляться means "to set off" or "to depart." Using отправляются спать gives the action a sense of a major undertaking, which perfectly fits wild animals settling down for a months-long hibernation.