Roadie newbie - winter wheels etc

Ok whats the deal with you roadie fellas having winter wheels, bikes etc. I'm new to this stuff but been mountainbiking from so long ago i try not to think about it (makes me realise how old i am now !!) As a mountainbiker, I ride the same bikes all year round - no matter what the weather with no problems - just clean & re-lube. I've only got one road bike (quite a nice one-imo)- are my wheels so crap that i shouldn't use them in wet weather (fulcrum 3's btw) Is my campy centaur going to disintergrate when it gets a bit dirty.
Go on shed some light on this - educate me
TA- Simon