I believe you may be able to help them a bit by offering suet, I think it gives them a lot of energy quickly which helps them when it is cold. You can buy it either as pellets to go in a bird feeder, or. as blocks which you hang from a bird feeder. It may take them a while to trust the bird feeder enough to approach it - when I used to have a garden with a bird feeder it took months/years for it to become really popular. Make sure you position it a good distance away from your windows so they don't get confused by the reflection and go flying straight into your window.
Squirrels will help themselves to whatever food you put out for birds - I have even known them to gnaw their way through squirrel proof bird feeders. I personally don't mind, but be aware that if you put out sunflower seeds squirrels may eat them so quickly that you are refilling every day.