This takes place after the events of Captain America: The Winter Soldier. Now that Bucky has realised that he's been lied to and used, he is on the run and of course, Hydra is after him. So now, he is hiding in an abandoned shed in a remote forest and this is what he's going through:

The White of Winter

In the middle of nowhere, all alone,

His forlorn gaze shoots through the forlorn wall.

An icy wind that cuts right to the bone,

His mind screams, trying to forget it all.

They said he was menacing, like a storm.

They ran from him and quivered and feared.

Oh Winter; all he wants is to be warm.

Fog melts; streams down the window; his tears.

Guns, ammunition and a metal arm,

They fed him hatred and they fed him lies,

Made him a machine but he kept his heart.

A silent world cannot hear silent cries.

White consumes his soul, as white as the snow.

Is his name Bucky Barnes? He does not know.