new puppy

Hi everyone!
We just got a cavalier puppy on Saturday as a second dog in our family. She's adorable little thing! But so delicate too-the breeder actually told us not to take her outside at all not even to do the housetraining as she may get cold easily?? But our vet says it's ok. Last couple of days it's been quite cold so we've just kept her indoors, but would like to start proper housetraining before she thinks it's ok to do her business inside the house! Our other dog is fully housetrained and must be wondering too why the other one is allowed to wee/poo everywhere!
Any advice?
I have a jumper for her, but she's still shivering-I'm getting a proper warm winter raincoat from our petshop as soon as they have the tiny ones in in next few days..It's hard to housetrain a pup in the wintertime, especially as I don't have experience on small dogs.
But Cavalier is a lovely breed, nice&small and yet not too small.

outside always

All small dogs and puppies are going to get cold quickly but she needs to learn to go potty outside. Potty training is all about forming habits. When she is old enough to recognize she has to potty she will want to go to the place that she is used to going potty at. Letting her go inside at first is going to confuse her. The amount of time she will spend outside going potty is not enough to cause her any harm.

Goodluck!