The Elves did not divide the solar year into months, but rather into six long seasons. Most of these were fifty-four days long, but there were two longer seventy-two day seasons, Lairë (summer) and Hrívë (winter). Hrívë was the Quenya name for the season of winter, which was known in Sindarin as Rhîw. It followed the fading time of Quellë, and was succeeded in turn by Coirë, the 'stirring' of early spring. On a modern calendar, Hrívë ran between 21 November and 31 January of the following year.
Only the Elves used Hrívë as a formally defined period, but it was also widely used by the other people of Middle-earth as a broad description of the winter period.
Note that there is no h sound in the pronunciation of this word. In Elvish, r is normally pronounced trilled, so for example 'Mordor' would sound something like Morrdorr rather than the natural - at least to English speakers - Mawdaw. In the rare cases where the r is not trilled, as in Hrívë, the Elves simply used hr to indicate this (at least in Quenya, with the equivalent being rh in Sindarin).