First Wait for Winter
You can do this by simply sleeping until winter starts, if you are doing this next to the lake the water may not freeze to fix this you can save and reload.
Then Pick a Spot to Build
Finally Build the Base
Now you can build anything you want and it will stay there even if the ice melts.
I recommend adding zip-line somewhere on your base to make entering and leaving base easier or if you want add more to your base on summer you can transfer logs on the zip-line.
You can build fences inside logs wall/posts, if you place the stick fence first and then place the logs you can make this cool balcony or something more creative.
small tip: make the fckng foundation first i have to wait 20 fucking days now