There is this "winter fuel" at the gas stations. How is it different from regular fuel?

The trick is to have the right fuel for the right time of year. In the summer, when the temperature is high, the presence of too many light components will cause the fuel to evaporate too readily. This can result in vapour lock, an over-rich mixture and excessive evaporative emissions. In the winter, too many heavy components keep the fuel from evaporating, causing hard starting, a lean mixture, heavy hydrocarbon emissions and poor converter light-off.

Obviously, since we can't change the weather, we have to use a fuel that will optimize performance and emissions for a particular climate. To do this, fuel manufacturers use heavier components in the summer and lighter components in the winter. This is a simplification of things, but it's close enough for government work.

You are right. It contains an additive to assist the gas line from freezing up, but it is generally weak. Therefore, most people, in extreme cold, will add a gas line anti-freeze themselves every 2nd tank full that they purchase at either a gas station or auto store.

if you are refering to gasoline which would be very hard to freeze lol the winter fuel usually contains a dryer chemical that helps prevent water condensation

Diesel fuel may freeze in winter so as far as I know paraffin is added to Diesel in winter to prevent freezing.

they have to keep it from freezing, that's all