Why does the moon appear at 5:00 p.m. in the winter?

The moon orbits the Earth. Every day, the Earth has to turn a *little bit more* to catch up to where the moon is - basically, the moon rises and sets about 50 minutes later every day.
So... it's not just winter.

The moon can appear at 5 pm in the summer - the time of day has nothing to do with the seasons.

The Moon appears at 5:00 PM every month of the year, not just in Winter.

As has been said. One of the biggest factors of your question is that it's getting dark. It's 3:45pm right now for me and it's getting darker outside right now. So you just notice the moon earlier than you might otherwise. But it's there.....

It rises at a different time every day/night.
The Earth spins once a day and the Moon orbits once a month

it is above the horizon and the sun is not, DST and CST play into that