In a sense the domestic cat does get a winter coat because he/she sheds fur in the late spring because there is more light and in the fall (autumn) as the days grow shorter, the coat thickens up for winter. This cycle applies much more to cats who spend time outdoors. The greater the exposure to natural light the greater the shedding of fur. There is no difference between neutered and non-neutered cats. Cats that are indoors all the time are said to shed lightly and constantly grow a new coat throughout the year.
The so called ‘winter coat’ is about shedding hair rather than a positive anatomical process of creating a coat for the winter months. Shedding is initiated more by ambient light rather than temperature.
When a cat with a double coat sheds fur the undercoat is shed patchily. This can create a moth eaten appearance. During shedding it is sensible to remove dead hair by daily grooming of your cat. Although I feel it is sensible to do this all the year round.
P.S. Interestingly, using Kindle, if you search for ‘shedding’ or ‘winter coat’ on one of the best books on the domestic cat: Cat Sense: The Feline Enigma Revealed the search result will be ZERO. There are no references to winter coat in that book. You can do the same thing with another excellent book on the domestic cat – The Domestic Cat: The Biology if its Behavior.
In a strict sense but depending on what is meant by ‘winter coat’ there is no such thing for the domestic cat. Also there is no such thing as a cat breed who does not shed fur unless you are referring to a breed with no fur. Shedding is a natural process and the breed is irrelevant. Some people wishing to adopt a cat search for non-shedding cats because they don’t like cat hairs in the house. Sorry, you’ll have to accept them.
Source: Myself and Cat Owner’s Home Veterinary Handbook.