I do not understand where actually the heat in our surroundings go during the winter season. Is it radiated out into space? I know it cannot coz global warming would not be a issue then. It might get absorbed but where? I tried figuring it myself but couldn't please help.
Where does all the heat go during winter?
There is less energy coming from the sun in the form of electromagnetic radiation impinging on the land during winter.
Depending on the latitude, in regions where there is winter , the difference is large.
The closer to the equator the smaller the effect of "winter".
So it is not where the energy goes, but why it does not fall , and this is explained to first order by the inclination and the distance to the sun during the orbit of the earth.
In general , a body in space radiates energy away the rate depending on various conditions, like green house gases, cloud cover, convection , albedo ...the numbers change . It is the continuous radiation from the sun that keeps replenishing the energy so that the earth does not freeze. During winter at high lattitutes , less energy comes and cold settles.
The heat gets "smeared out" everywhere. It dissipates all around the Earth. This raises the Earth's temperature by an absolutely miniscule amount, because the amount of heat involved is tiny compared to the incoming energy from the sun. And because the Earth is a little bit warmer, it radiates heat into space a little bit faster, so the Earth reaches equilibrium temperature again, a fraction of a Kelvin higher than it would without all that human activity.
In very large cities, this manifests as an urban heat island effect, where the temperature in the city can be one or two Kelvin higher than the temperature outside the city, when windspeeds are low. However, when windspeeds pick up, the warm air gets blown out of the city faster, and so the heat dissipates around the countryside over such a wide area that it becomes unnoticeable.
See also this related question and answers on the Earth Science StackExchange: How does anthropogenic heating affect global warming?
Just imagine heat escaping out of Earth in all directions at the same rate. But due to the tilt of the Earth, the sun's rays hit a larger surface area of the Earth for one hemisphere and less at the other. As a result, one side would experience more heat from the sun while the experience less.
Energy does get dissipated to space in Summer and in Winter. Think of CO2 like the difference between covering yourself in a very thin sheet or no sheet. In Winter, you'd still feel very cold if you had just a thin sheet covering you, and in Summer just a bit warmer. As CO2 increases, the sheet gets a little thicker each year.
In Winter, your part of the planet is tilted slightly more away from the sun so receives less solar energy, and hence is colder.
Global temperatures can also go down some years due to fluctuations in received solar energy. It's not actually the case that the earth is constantly getting warmer. It's that the earth's ability to trap received solar energy is improving, so that if solar energy is assumed to be constant, the earth would be warmer.
Locally, temperatures vary from day to day due to differences in air pressure causing warm air either to move to your locality or away from it, as well as factors such as wind and cloud cover.