How do I know if my iPhone won't charge or if it has water damage?

Likely neither. What may be happening is that the cold finished off your battery. The 6s Plus is getting to be an older phone and with older phones comes degrading batteries. If the battery completely dies, that is to say, it won’t take a charge, you would see the same symptoms. My suggestion would be to try a new battery first and see if that solves your problem. If not, then you may be looking at a problem with the charge port. It’s possible you got snow in charge port. If you did, it’s possible corrosion has set in. Take a look at the charge port and see if it looks normal. If you don’t see any buildup on the pins, there’s a good chance it’s not water damage.