You need to wear sunscreen during those times you are likely to have a lot of sun exposure as well as in winter months. When you are exposed to the sun, you may get harmful effects. Also, during the winter months, you may also be affected by harmful UV rays.
Any time you get exposure to the sun, if you don't want skin cancer later on in life, or sun spots, or sun damage, etc. That includes cloudy days, where you are still exposed to plenty of ultraviolet light.