what does the dog do that lets us know it is no danger from the intense cold

From the text:

And all the time the dog ran with him, at his heels. When he fell down a second time, it curled its tail over its forefeet and sat in front of him, facing him, curiously eager and intent. The warmth and security of the animal angered him, and he cursed it till it flattened down its ears appeasingly.