I'll confirm what everyone has said.
I frequently shoot on ski mountains in the winter during single digit days, before the wind chill. Condensation is never a problem for me when going from outside to inside. The warm air in the building is the same dry air from outside with the temperature increased, they both have the same moisture level. Think about it, when was the last time you went inside during the winter and said to yourself, "Wow it's really humid in here?" Unless the warm building you're in is using a humidifier to increase the moisture in the air, the only condensation you'll have to worry about is a result of you breathing on the camera as you take photos.
The two bigger problems you need to worry about when shooting in cold temps are battery life and exposure/frostbite.
The warmer inside air is capable of holding more moisture, even though it may feel as dry as the outside air (hence the term "relative humidity"). And that additional moisture will condense onto a cold surface.
If you have a cold drink in that building, is there never any condensation on the outside of the glass?