I won't pretend that it gets as cold here as it does where you are at, but I build when it's cold without any major problems. As JNorton says, the glues tend to get pretty much like molasis, but you can overcome that by putting them in the house before use. The one thing that I did was to get a kerosene heater at Lowes. (One of those round room type heaters that are made for indoors.) I usually put it close to my workbench, start it up and let the garage warm up a little before beginning to work. It does add time and I don't get any after work on the real cold days due to the warm up time. However, you will find that it's you and your hands that will ultimately be the deciding factor. There are some days that even the heater doesn't do the trick. (BTW - If you do use the kerosene type heater I would recommend placing a 2X4 under the garage door to keep some ventilation.)

Other than these problems, feel free to go for it. Just keep a hot cup of coffee handy.