The definite article is not used in English. "We were there last winter." "We are going this summer." "When were you there? / Last winter." I suppose you CAN use the article when referring to the very last winter (sounds ominous) or perhaps a title for a book: "The Last Winter." (also very ominous)
It is an adverb. https://en.wiktionary.org/wiki/%CF%80%CE%AD%CF%81%CF%85%CF%83%CE%B9#Greek It answers the question "When?", just like like 'now' does.
The adjective is περσινός, περσινή, περσινό.