I am also interested in at least what province you are in!
I’m in coastal BC, so our winters are very mild and we are lucky to get a dusting of snow for more than a day.
Your bunny should be fine! I had hutch bunnies when I was a kid and house bunnies from 13 on. He will just probably do a big shed so will need extra grooming (I just rescued a bun from living free range in a backyard and the shed was the only big change for her). Make sure he has a place that he can hide (an igloo or box would be good) and just watch him for signs of stress. Bunny proof the room and let him explore his new surroundings with you sitting on the floor with him as reassurance that it is safe. Are there other pets indoors that he needs to meet and get to know? That would be my only concern because even a strange cat can frighten a rabbit. That won’t prevent you from bringing him in, you just might wat to only let them interact through the wire of his cage for the first few weeks and keep his cage high so that he is at least eye level with any other pets.
Not sure how big the cage you bought is, but if you have other pets an x-pen might not be the best option for you, so you may want to build a bunny condo. If you are not handy and can’t make a wood and wire one, you can make a NIC / C&C condo out of storage cubes and zap straps. If you aren’t sure what these are, Google it or check out the habitats section of Binky Bunny. In my part of Canada, x-pens of the proper heighth are over $100 without the floor or roof options and rarely under $70 used. When I priced it out last year, I could make a bigger C&C condo for the same price as an x-pen (especially if you watch Craigslist for used ones). If you bought the 3 foot long store cage and can’t afford to build something bigger yet, just make sure he gets plenty of time running around your livingroom or kitchen each day. It is not ideal, but it won’t kill him as a temporary option. It is still better than leaving him outside. 