Ways to increase endurance?

lq022

I am training for my first 5k in April and I am doing the "Couch to 5k" plan. Besides jogging, are there any other forms to exercise that will help me increase my endurance/breathe?

ALSO: I live in Boston MA, where it gets really cold ... is it better to run in the cold weather or on a treadmill in the gym??

Thanks for the advice