Only when you get as far down as Dorne. It's something along the lines of:
--The North: Basically western Russia, with the land beyond the Wall being Siberia.
--The Vale and the Riverlands: Eastern Europe
--Iron Islands: Think wet, stony, and cold, like the Nordic or Scottish coast.
--The main part of the Westeros continent: ranges from 'damn cold but not impossible' on down to 'pretty mild' in the Reach, which is basically the last part of the Seven Kingdoms you pass through before you reach Dorne.
Notably, IIRC the Reach, the Tyrell's land, is considered something of a bread-basket for much of Westeros, which makes sense if winters are relatively mild there and allow perhaps an extra growing season or two. Lands below the North will suffer in proportion to their proximity to the Wall. The Vale of Arryn, for example, given that it's mostly all mountains almost certainly has severe issues with food supply in winter and is heavily dependent upon trade between the seasons to survive.