My french bulldog puppy doesn’t want to go outside

I have a french bulldog puppy, he is 13 weeks old. We have had him for 5 weeks now, we’re living in Denmark where it’s pretty cold and we have tried to take him out / walk outside since we got him. He really hates it! Everytime we’re going outside, he’s peeing/poops and then wants to go inside again or standing still and beeping a bit. He doesn’t want to play outside or snacking. He just want to go inside asap. We have tried with a warm shirt to him because of the weather, but it makes it even worse. Is this normal french puppy behavior, or do you have any recommandations?