Polar bears usually give birth in winter. A pregnant female bear will build a den by burrowing into the snow. She them curls up, and allows the snow to pile up above the den. This snow acts as insulation, and because of the bear's body heat and snow insulation, the den stays warmer than the outside air temperature.
When the cubs are born, they stay in the den till it is spring. They survive on their mother's milk, and the mother herself does not eat anything but depends on the fat reserves on her body to save herself and her babies through the winter.
Once it is spring, the mother will break out of her ice cocoon, and start hunting for food. A mother polar bear will nurse and protect her young for up to three years, and then, the cub will start to hunt for himself.