Since I'm not allowed to lurk...

Welcome Aude!  

There are a number of swimming drills, but the best option is to hook up with a swimming group where a "coach" can watch you swim and make suggestions (they'll also provide drills).  

It doesn't take much to run outside even in the winter.  
10C or above is shorts and a t-shirt.  
5 to 10C, long sleeves, possibly light gloves.  
0 to 5C, wind pants or running tights, long sleeve, gloves, ballcap.  
-5 to 0C, heavier shirt (or two shirts), wind pants, gloves, ballcap.
-10 to -5C, t-shirt and soft-shell top, heavier pants (or tights plus windpants), heavier gloves, fleece headband.  
below -10C will get more interesting.  

At the start of the run, you should feel cold (underdressed) but you should warm up in the first 5-10 minutes.  If you are comfortable at the start, you'll be overheated and shedding clothes 10 minutes into the run.  

Here in the good Ol' US of A, you can get a basic fluid trainer for ~$150 (or at least...I did a few years back...).  At the time, one could also get a set of rollers for ~$100.  The difference:  A trainer you clamp over your rear axle and it allows you to spin the rear wheel on a stable (boring) platform whereas rollers are a series of 3 free spinning bars, two of which support your rear wheel and the third your front wheel.  For rollers, you must balance yourself and hold the handlebars steady.