When I had the lights for it (high pressure sodium & metal halide), I did.
But those suckers are expensive (several hundred dollars), hot (unless you buy water cooled bulbs, which are several hundred more per bulb; and by hot I'm taking 120 degrees in a 10x10 room, so water cooled &/or cutting into the walls to hook up a ventilation system is necessary), and will ratchet your electricity bill into the stratosphere unless you generate your own power (1,000 watt bulbs eat energy like nobody's business). <<< All of the above also means that it doesn't matter what you're growing, you're most likely going to receive a few visits from police to check for marijuana production. (The sudden jump in electricity usage + the heat signatures + expense feed into an algorithm). Word to the wise, invite them in and show them your orchids or veggie or whatever garden, because if you send them away -as is your right- they'll come back with a warrant -as is their right- and tear things apart. A 10x10 room may seem small, but can easily house upwards of 50 MJ plants, more than meeting the federal criteria for serious prison time. People who are growing indoors legitimately for pleasure* invite police in.
The problem of growing in greenhouse conditions (indoor or outdoor) in winter without lights? The light. Plants have vegetative and fruiting and hibernation cycles that are determined in large part by how long the days/nights are. In order to force plants out of season, one has to control how many hours per day they're exposed to sunlight (real or artificial). Dinky little inexpensive lights might get you a few extra weeks on your local growing calendar, but they're not going to be able to force plants out of season. They're mostly for house plants that need a little extra happy in darker rooms.
You CAN have an absolutely gorgeous indoor arboretum with absolutely no professional lights, whatsoever. Stick to mostly rainforest plants (who are growing in almost pitch black under canopy conditions in the wild) and forest floor plants, and similar. A few hardy herbs in windowsills (it's almost impossible to kill rosemary). House plants. Gardening for food? Requires controlling your light cycles.
* No one grows indoors to save money, unless they're off-grid Even if your bulbs were free, the cost of electricity far outstrips whatever you'd be paying in the supermarket.