In areas where hard freezing occurs, the wells feed water below the frost line through a "pitless adapter". The casing is extended above ground high enough that a flood will not let water in. So pitless is your search term.
The wires are not bothered by cold.
Pressure tanks and pressure gauge can go into a utility room with the piping brought up through the floor.
But a well house is a good way too. That should be insulated and heated. It should allow access for a derrick truck for well work. That can be via a removable roof and some walls. A big mock rock can cover and insulate the well head and pressure tank.
There is a way to use smaller pressure tanks using a CSV (Cycle Stop Valve).
Another way that has been used is to bury the pressure tank in sand. If it fails, you have to dig that out and put in a new one. Sand makes digging easier. The problem is the pressure switch. There was a pressure switch that let you have the switch out in the freezing cold but leave the water below the frost line. That has been discontinued.
A classic way is to use a pit. The problem with pits is they flood and contaminate the well. Today more pits are demolished, casing extended, and the water connection converted to the pitless method, It is possible to have a pit to hold the pressure tank and pressure switch, and still have the above ground casing and pitless adapter. That is not done much.
I am not a pro.