I'm assuming you are asking about OKC. While I'm not a resident, I have attended multiple classes there, all somehow having been in winter. It's not going to ever get a blizzard, but it does snow. Also being a milder location, it can definitely sleet/ice as the temperature flirts around the freezing mark. It's nothing that will debilitate you, though. If you're that worried about it, stay somewhere where the FAA shuttle services. That way you not only don't have to worry about driving in any inclement weather, you are excused if you end up late for any classes.
I agree with what he said, front wheel drive is also better in wintry conditions than a rear wheel drive car. If it gets bad enough they will close down for the day or have a late start depending on when it snows/ices.