It is important to realise the repeated reference made to the seasons and how they impact Dexter Fletcher. The season of winter, which actually gives Dexter a feeling of "profound melancholy," becomes associated with his intense desire to attain the kind of golden, magical life that he feels the wealthy live. It is Judy of course that is the symbol of this existence, and following these "winter dreams" is what dominates his life from his first introduction into the story. Note what the text says:
It is not so simple as that either. As so frequently would be the case in the future, Dexter was unconsciously dictated to by his winter dreams.
His "winter dreams" are what guide him; they are Dexter's compass in life. However, the fact that they are "winter" dreams suggests the inevitable failure of those dreams, or the dissatisfaction that Dexter will experience when he attains them. The story suggests the dangers of living a life based solely around the pursuit of wealth and status, as experienced by Dexter when he hears the fate of Judy and he is forced to recognise his "winter dreams" are no more.