In this poem, Shelley talks about the west wind as both a creator and a destroyer. He says that as it destroys things (through storms) it is also recreating new landscapes and new life. He hopes that his poetry will be able to do the same for the human world. It is in that context that we can understand the last line.
What Shelley is saying in this line is something like the proverb that it is always darkest before the dawn. He is saying that when winter comes (in the darkest and bleakest time of the year) we should not be discouraged. This is because spring, the time of rebirth, will be coming soon. The same processes that destroy (the west wind, the passage of time) will also cause renewal.