Yes, it can freeze due to the windchill reducing the temperature to below 0 degrees C.  The windchill is a measure of how much heat is being lost due to the wind, and the windchill temperature is the equivalent 'still' temperature.  So if the temperature is 5 deg C with a windchill of -2 deg C, it means that although it is 5 deg C, it will feel like you're standing in -2 deg C temperatures.  It's because the wind whips away the insulating warm air that surrounds you, thereby increasing the rate of heat loss by convection.  The same applies to water - it's rate of heat loss is increased and the water temperature can fall below zero, thereby freezing.