Translation:In Germany, Christmas is in winter.
im Winter has im because German generally uses the definite article with months and seasons -- so they literally say "in the winter" rather than "in winter".
However, countries of neuter gender (most of them, I think) do not use the definite article -- so we just say in Deutschland with preposition in but not definite article: pretty much as in English where it is "in Germany" and not "in the Germany".
Treating time like a place is a common metaphor in many languages, including German and English - things happen "before" others are "in" a certain month.
The preposition in in German uses the dative case when we're speaking about a location (rather than a destination of movement) -- including a metaphorical location in a month or a season.
But what about "In Germany, the Christmas is in the winter" Also not accepted
We don't say "the Christmas" in English -- it's just "Christmas".
"In Germany, Christmas is in the winter" would be accepted, though I think that "In Germany, Christmas is in winter" would be better ("in winter" rather than "in the winter").