There was some topic about that not long ago. And if I remember right, there is no way of simulating a closed ice-cover (neither sea nor lake) in FSX but there are add-ons that contain icebergs... Maybe try the Search function!? ;)
UTX, which is payware, has a hard winter option that freezes some lakes. And you can land on them. However, large bodies of water like the great lakes are not changed.