This is the 2319th most frequent Japanese word.
さほど
"さほど" means "not so much" or "not to a great extent."
In this sentence, "さほど" is used as an adverb meaning "not so much" or "not particularly" to describe the level of difficulty.
その問題はさほど難しくなかった。
That problem wasn't that difficult.
Here, "さほど" expresses the degree of detail, indicating it isn't very extensive.
彼の説明はさほど詳しくない。
His explanation is not very detailed.
"さほど" modifies the adjective "寒くない" to indicate a moderate or lesser degree, showing the coldness isn't extreme.