Are you really asking how to keep your hands warm? The answer is rather simple. If you want to keep your hands warm you can wear gloves or mittens. Another method which may not be effective enough, would be to keep your hands in your pockets.
If you are concerned about cold hands, keep in mind that you should try to "stay warm" and not "get warm". Don't wait until your hands are cold to put on a pair of gloves or mittens. Put them on before your venture out into the chilly weather.
Find a pair of awesome winter gloves so that your hands stay warm.
If your hands are very cold, you may want to look into down mittens, wool mittens, or possibly leather (with down).
Keep in mind that wet hands can very easily equate to cold hands. You need to keep your hands dry if possible. A good pair of waterproof gloves or mittens will keep moisture from getting in from the outside, but you also need to be mindful of overheating and getting sweaty. Even if you keep the water out (snow, rain, etc.), when you are sweating your are building moisture from within.
Learn about the benefits of wool.
When your fingers are cold, it’s very common and natural for you to focus on what you’re wearing on your hands. However, it is very important to not neglect the rest of your body. You definitely want to keep your core (torso) warm. Blood flow to your extremities gets restricted in order to limit the loss of body heat. So, the most effective way to keep your hands warm is to keep your body warm.
If you are not fully satisfied with a warm pair of mittens or gloves, you may also want to research "hand warmers". Hand warmers are small (mostly disposable) packets which are held in the hand and produce heat on demand to warm cold hands. They are commonly used in outdoor activities.