Depends on what it is your sowing. If it's something like marigold, nasturtium, morning glory, something that doesn't take a long time from germination to flowering and doesn't require very warm soil temps, you can certainly direct sow. An annual that requires a longer time or needs very warm soil temps to germinate isn't a good candidate for direct sowing in your zone (e.g. impatiens, petunias, heliotrope, vinca, browallia) should be sown in flats and allowed to grow on in the flats prior to planting out date (info on when to plant will be on the seed packet).

Of course any of these can technically be direct sown but the problem is in the colder zones the ground doesn't warm up sufficiently in enough time to allow germination, plant growth, and subsequent flowering to enjoy the full season, the season will begin to wind-down before warm-lovers really get going. Obviously, this isn't an issue in warmer zones where the growing season is longer.

I am not familiar with the winter sowing method, so perhaps someone who sows that route may have differing information.

I don't winter sow, but have looked at the forum and am constantly amazed at the phenomenal success with that method. And even though I have a large yard, I plan out what I can normally use effectively - without either discarding or giving away to a willing taker. Consequently, I buy my flats of annuals from a local Mom & Pop greenhouse that grows only annuals - they do all the work growing beautiful plants; I get to support a local business and have exactly what I want blooming all season.

Starting seeds indoors four to six weeks in advance of the usual Memorial Day earliest plant out date here in zone 4 has always been dismal for me personally. No problem getting seeds to germinate, but keeping them from getting leggy and damping off is a skill I haven't mastered. I'm sure that many people who start seeds indoors have the appropriate set up for doing so - the right exposure or grow lights; pretty much the same conditions a greenhouse would have; plus enough experience to know what works and what doesn't.

As for direct sowing, last season I had good success with zinnias, nasturtiums, and Bells of Ireland. Those were all I attempted.

I wouldn't be discouraged about seeds in any case though - if you have enough of each kind - sow some in flats to see how you do with them. Reserve the rest to direct sow. Attempting things is a good teaching tool, we've all pretty much learned by doing. Or head over to the winter sowing forum; this might be the time to start that in your zone to have nice sturdy plants to transplant when the time comes.