How many days a week I cannot specifically recall, but expect at least a couple days per week of morning PT. Sometimes more. I didn't do much of the stuff in the winter (started in September, finishing in 2 days) but I don't imagine they'll stay indoors. We did morning jogs a few times last week.
What the PT consists of is up to the platoon staff. We did some sort of interval training more often than straight jogs (sprint some distance, do pushups, along those lines). Nearer to the end we started just doing runs.
The CF will provide gloves and base layers. As you're army, you'll likely get issued two sets of good 3M thermals (much better than the old-school white waffle style the navy and air got). The gloves are combat gloves which have a knitted liner and a leather outer. There's also arctic mitts you'll be issued, if it gets really cold.
As for purchasing stuff, its not a bad idea, but it isn't totally necessary. You'll be issued a parka and a combat jacket, so you'll have some degree of temperature control. You'll have combats, obviously as a layer, which you can switch out or use in conjuction with a warmer flannel shirt. If you do it right, you'll be able to layer very effectively for your body.
That said, there are going to be times when you will be unable to switch between layers. In Farnham, going from task site to task site, for instance, you may not have time to adjust your clothing. My biggest problem with staying warm/dry was in the first week of December wearing the combat jacket. Its almost too warm for doing athletic activity (for me, at least), so I'd sweat when double-timing it to someones task. After playing with the layers, I know now what works better for me, but I didn't at the time. If I were to buy any personal kit for the field right now, it would likely be a better wicking layer next to the body, or something like that. But with the issued kit, you should be fine. I didn't have anything (well, I bought a toque) extra, and I got along just fine.
