So if I can't make a dirt hole set in the winter because the ground is frozen, what's the preferred method for trapping fox and coyote this time of year.

You can use snares up there, right? That would be the easy solution.
Snares can be hung at fence crossings, on trails leading to carcasses or winter-killed livestock, or even scent stations like you'd use for traps.
Another answer is to dig in the snow under a trail and set the trap in the trail from off to the side. That's the hard way. There are also some non-freezing beddings like buckwheat hulls that you can mix with dry dirt to make a bed and do a flat set.
The dark appearance of the flat set on snow can be an attraction in itself. A flat set is nothing more than a dirt hole set without the dirt hole and I've had great luck with it. In fact, I used to gang set with a dirt hole and two flat sets in the same general location using different scents at each and would get doubles and triples.
I hope that gives you something to go on. And good luck.

newbie trapper here, ive heard of the dirt hole set but I have not heard about scent stations. What kind of scent's should I use here in ky for coon,fox,coyote, or maybe even a bobcat?

A scent station is where you put out whatever scent you want and hang snares or set traps on the approach.

You can use a scent wick like you'd use deer hunting and put it about 5' off the ground with a call lure. That usually has some skunk or civet in it so it has some reach. There are a bunch of good brands at the trapping supply houses, but I always had good luck with Milligan brand.

Then down at ground level you can use any of the gland lure types and again there are a lot of good ones. Milligan's Steepenwolfe is famous for the canines and his Cat-Man-Do is good for bobcats. And for the cats, something as a visual attractant can be more important than scent. I like a flag like a bird wing.

The idea of the call lure is to get them into the area, and the other to get them where you want them. Always use the wind.

I don't mean to sound like a commercial for Milligan, but he makes good stuff. There are a lot of others that are good as well. You can get a lot of info from the trapping supply websites.

Good luck.

Here, in Minnesota, in the dead of winter, there is nothing, and I mean nothing, as effective as the smell of skunk, to get predators to hang around. I have had both fox and coyotes dig through 3 feet of snow just to get to the lingering lure smell at a dirt hole set that was made in the fall.

As has been mentioned, a very effective way to trap predators in the winter (if you have enough snow) is to place a trap underneath a fresh track. You have to approach carefully, dig out from the side of the track, get the trap directly underneath the track, fill in the hole, and use some sort of brush (I used to use a coyote tail on a stick) to brush out so that it looks like it did before you got there. Predators are like people. If they can walk in the same spot they walked in before they probably will. I have caught animals where there were just dimples in the snow from previous tracks. Another way is to hang a noose instead of using a trap. But you have to get a snaring permit in order to hang nooses in Minnesota.

Another good way is to snare on waterways such as small rivers and creeks. Predators love to walk on those. What you do is look for narrow spots between trees, pieces of brush, or my favorite cattails, and hide something with skunk smell such that the animal will have to walk through the narrow spot (and your snare) in order to get to the smell.

Scent posts will work in winter but you have to make absolutely sure that you have totally dry dirt or your just going to have frozen traps. And you have to be right on their travel line as well.

The main thing you have going for you in winter is that you know where the animals have been. Most of the time, they will be back. Spend an afternoon cruising around the backroads of the area where you want to trap. If you see tracks get out and look them over. Mark the spot with a piece of blaze orange tape, walk in the woods 15 - 20 yards, and set the trail. that way, you are setting where an animal is likely to come back rather than willy nilly where there might not be anything.

And have patience. I have had traps set in tracks for up to sometimes 2 weeks before something came back in that track. But you need deep snow. Otherwise, go to the skunk lure and make your own setups.

Another good one is to drive in grassy fields that have light snow, and set the truck tracks up with snares. You would be surprized how many fox will follow a truck track through a field or meadow of high grass.