"Winnipeg" refers to a member (or possibly members) of the Snow Scouts who is related to the Duchess of Winnipeg. The character is only mentioned in The Slippery Slope and may be present in The Grim Grotto aboard the The Carmelita. As the Duchess of Winnipeg is referred to as the last Duchess, this implies that this person or persons are male or that they perished before the Duchess.
The Slippery Slope
In Chapter 13 of The Slippery Slope, the villains reveal to the Baudelaires their plot to capture the Snow Scouts. Esmé Squalor lists the fortunes they will now get their hands on, including the Spats fortune, the Kornbluth fortune, and the Winnipeg fortune. This suggests that at least one member of the Snow Scouts is related to the Duchess of Winnipeg. The Snow Scouts are hauled off the mountain in the giant net by the V.F.D. eagles.
The Grim Grotto
In Chapter 9 the Baudelaires are taken aboard the Carmelita. Count Olaf leads them into the rowing room, where two rows of children are activating the submarine's tentacles. The Baudelaires recognize some of the children as Snow Scouts, and Olaf states that he convinced his associates to lend him some recruits at the Hotel Denouement in order to get the submarine running again. The Winnipeg child/children may be present in the sub. The character's whereabouts after the events of the book is unknown, though it is possible that they passed away before the Duchess of Winnipeg did.