A common question we get in the shop this time of year revolves around whether there is a way to use the a bicycle indoors to get a workout. The answer is most definitely "Yes, its called a bicycle trainer - or trainer for short."
A trainer is a device that holds a bicycle stationary and provides some sort of resistance against the rotation of the rear wheel. The resistance is necessary since the natural forces of wind and uphill climbs do not exert force on the bike while it is stationary. Absent resistance you would quickly spin the rear wheel too fast to get much of a workout (think revving a car engine in neutral vs in gear).
The resistance is provided by either a fan, special magnets or a series of blades that turn enclosed in a sealed chamber filled with fluid. The fluid type is very popular because good units are quiet and provide a very realistic feel to the rider. Prices range from about $100 to $500 depending on the type of resistance and other features. Plan to invest an amount somewhere in the middle for a quality unit that is well designed and will last you for years.
Most of us have ridden some type of trainer once we got into cycling and learned the hard way that physics and biology do not take a holiday during the winter. If it is possible, the laws of the Universe become even more severe as the available light and temperatures drop.