In all boilers, there's a condensate pipe which transports acidic water, caused by waste gas, away from the boiler. In most cases, this pipe will run outside into a drain. During extremely cold weather the condensation in this pipe may freeze and cause a blockage which makes the condensate ‘back up’ into the boiler and cause a shutdown.
If the condensate pipe has frozen then your boiler will probably display a fault code or warning notification. To locate the condensate pipe, it’s the plastic pipe (usually white and roughly 2cm wide) and should lead outside of your property into a drain.