Role in the series
They are the Russian version of the Avengers. Members of the team is Red Guardian (the leader), Darkstar, Crimson Dynamo, Ursa Major and Radioactive Man. The Winter Guard appeared in a episode of Avengers Assemble called Secret Avengers.
The Crimson Dynamo had obtained a key to a capsule that had imprisoned Radioactive Man and had to evade Captain America's group and Power Princess in order to get to the Winter Guard. During the fight between Captain America's group and the Winter Guard, the Russian facility they were in started to become destabilized causing both groups to work together to keep it from destroying a nearby village.
Crimson Dynamo and Falcon freed Radioactive Man who dissolved the facility. When it was commented by Falcon how a bunch of villains helped save the nearby village, Red Guardian is the one who told Captain America's group that the Winter Guard are Russia's superhero team and work for a government that is the Russian counterpart of S.H.I.E.L.D.