That sounds pretty darn bizarre actually.Some, but they turned away a lot more.
You have to remember that Finland has brutal weather, even surviving out in the front lines was a full time job you had to know how to do it. The Russians didnt and they suffered appalling casualties, the Finns did either using locally specific tactics like warming rooms in their trenches or locals used to moving and hunting like Simo Hayha
Foreign volunteers just didnt have the skills to survive on the front lines never mind fight even before you add in the communication problems. They could be used in the rear lines but the war didnt last long enough to be worth training them.
The Finns were fighting for the life of their nation as they saw it. The reason more foreigners didn't end up in the fight was that – provided they had their basic soldier training done – they first had to make it to Finland, and secondly do so before the war ended in early 1940. It only lasted 4,5 months (comes out as a war generating about 100 000 casualties/month).
As for preferences of use, the Finns – for I think obvious reasons – would opt to use green troops in quieter sectors, so they could send their experienced troops to the real hot-spots. Which was done.
As for the survival aspect, "furriners" provided with Finnish army winter gear, bivouacs etc. would be fine. (The biggest problem recorded with pushing soldiers to breaking-point in the Winter War seems to have been lack of sleep. I've seem it claimed that 6 consecutive nights and days seem have been what the Finnish armed forces arrived at as the human breaking point, when you simply had to send soldiers behind the lines for some very needed RnR.)
The winter conditions have been pointed out. While the climate by the Gulf of Finland is cold it's not extremely so, but they factor that makes a difference is that it is close to a large body of water, and so there is rather a lot of moisture. The locals around the Baltic consequently adopt to having to deal with a nasty form of wet cold. (It seeps in, you can't just have think warm clothing, it has to resist moisture as well.) The Soviets did send Siberian units that did not fare so well because while used to and equipped for brutal cold weather, that was rather to inland climate dry cold conditions.
Because the climate factor really wasn't some kind of absolute hindrance in the situation. It wouldn't have mattered a fraction as much IF the Soviet army that attacked Finland on Nov 30 1939 had been seriously prepared for a proper war. Soviet lack of preparation, not expecting the Finns to actually make a fight of things, would relatively have to be pointed out as the more compelling reason the Soviet troops suffered as badly as they did in the first part of the war.
The Soviets came back prepared, and in numbers, in early 1940. And then they won.