Condensation will normally occur when you go back indoors when the warm humid air comes in contact with the cold lens. Not only will this stop you taking pictures but can also damage the internals of your camera.
I've discovered through many sites and some experimentation that the best way to avoid the damaging condensation you see when returning in doors from a cold wintery photo shoot, is to put your camera and lenses into a zip lock bag "BEFORE" coming back inside.
The reason for this is that the air outside is very dry when it's cold. If you seal your camera in the bag before you come in, the condensation will form on the outside of the bag, rather than on the inside of your camera and lenses.
You should wait about 20 to 30 minutes before opening the bag once you are inside. This will give the camera and lenses time to slowly warm to room temperature. If you open it too soon, condensation will still form on and inside of your equipment.
There are no special steps to protect it when going back out side since condensation will only form on something going from cold to warm, not warm to cold.
Hope this helps