Suppose that my jams and compotes are in an uninsulated, coldplace, i.e. -20°C in the winter. Is it possible that they will be frozen, and the glass breaks, or not?
As you would normally fill a jar of jam only to the shoulder there should be room for expansion on freezing and most jars shouldn't crack. Jams are also <50% water, and if they contain significant pieces of fruit won't even be at the same concentration so won't freeze solid at a well-defined temperature, allowing them time to expand into the headspace.
The other main risk is thermal shock (as when you poor boiling water into a cold jar). This is unlikely except if you bring in a jar to use and put it on a hot surface or try to defrost it quickly. To be on the safe side (and, depending on your jam, to keep the colour nice) you should probably avoid direct sunlight on the jar.
A further factor to consider is loosening of the lids from freeze-thaw cycling changing the pressure inside -- expansion of the jam (water) will cause an increase in pressure at low tempertatures but the air will contract and cause a decrease. The net effect will depend on the relative volumes, the temperatures, and the rates of cooling/heating. If when the jars come back up to room tempearture, the lids are loose, the jam has probably not kept. So I suggest using proper jam jars with safety button pop-top lids so that you can tell.
If the jar is filled to the brim, then there is a good chance that on freezing the jar will break. If not it shouldn't break as long as there is no sudden temperature change. That being said, there are also jars available that are freeze-safe and you can use those for freezing jams for a longer time