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".
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").
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.