Certainly it is easier to grow figs where it is warmer, but growing figs in the winter in a colder climate is a great part of the hobby. You can start fig cuttings at anytime of the year, and plants thrive outside in the warmth of summer, but starting them in the fall or early winter lets you get a head start on the next growing season. In New Jersey, at least, the winter months are also a time when very little is growing and figs are something you can have growing in a sunny window long before it is time to start tomatoes or other summer vegetables.
We grow in a greenhouse these days, but you can get similar results indoors. A sunny south facing window is perfect or if you don’t have that artificial lights work well. The lower shelves of our greenhouse use regular 100W LED bulbs (350 of them!) for artificial light. You can also use a shop light or any other fixture you can get to within about a foot of the growing trees.