Nie is an adverb. When an adverb modifies an adjective, in German, it is placed in front of that adjective:
Es ist [ ] warm.
Es ist jetzt / oft / immer / nie / sehr warm.
With the exeption of placing the adverb at the beginning of the sentence for emphasis, you must move the adjective phrase around in the sentence as a whole:
Es ist im Winter nie warm.
Es ist nie warm im Winter.
Im Winter ist es nie warm.
If you want to emphasize either the adverb or the adjective, you put either of them at the beginning of the sentence:
Nie ist es warm im Winter.
Nie ist es im Winter warm.
Warm ist es im Winter nie.
Warm ist es nie im Winter.
It feels wrong to me to place both adverb and adjective at the beginning of the sentence:
Nie warm ist es im Winter.
And you cannot split the adjective phrase inside the sentence. This example from @planetmaker is grammatically wrong:
Es ist nie im Winter warm.
You might find such deviations from correct grammar in poetry, but not in everyday speech or writing.
In a comment , Shegit Brahm complains that they don't understand why Es ist nie einfach nur billig is a valid sentence but Es ist nie im Winter warm isn't.
That is because the adverb nie modifies the whole adjective phrase einfach nur billig. Think of sentences as consisting of, among other parts, of adverbial phrases that you can move around as a whole:
Es ist [ adverbial phrase ] [ adverbial phrase ]
Es ist [ [adverb] + [adjective phrase ] ] [ [preposition] + [noun phrase] ]
Es ist [ nie + [warm ] ] [ in + [dem Winter] ]
Es ist [ nie + [einfach nur billig] ] [ im Winter ]
Now you can move the adverbial phrases around, as long as they stay in their place behind the verb:
Es ist [nie warm] [im Winter] [in Schweden].
Es ist [in Schweden] [nie warm] [im Winter].
Es ist [im Winter] [in Schweden] [nie warm].
usw.
Es ist [nie einfach nur billig] [im Winter] ...
Es ist ... [im Winter] [nie einfach nur billig].
usw.
Prespositions (in), articles (dem), and similar words cannot be put in first place in a sentence, you can only emphasize them through stress (in spoken language) or markup (in written language, e.g. italics), while adverb and adjective phrase can only be put in first place separately:
Im Winter ist es nie warm.
Nie ist es warm im Winter.
Warm ist es nie im Winter.
Im ist es nie warm Winter. (this is completely wrong)
Es ist im Winter nie warm. (emphasis through markup)
Nie warm ist es im Winter. (this is only half wrong, you can find it in lyrical usage, but not in spoken language)
@PaulFrost
The particle auch isn't part of the adverbial phrase.
Es ist [auch + [im Winter ]] [ schön ]
Es ist [part. + [adverbial phrase]] [adverbial phrase]
Es ist [auch + [im Winter ]] [nie schön ]
Es ist [auch + [nie schön ]] [im Winter ]
Es ist [auch + [ schön ]] [im Winter ]
The sentence Es ist nie im Winter warm does not sound exceptionally nice, but in spoken language it can be used with an emphasis on nie.
As I explained in my comment, language is very flexible and speakers can do almost anything. Still, most native speakers will find certain word orders more conventional and meaningful and consider others irritating or "wrong". Es ist nie im Winter warm feels wrong to me, and I am quite sure I have never heard such a construction outside of discussions such as these.