I'm assuming a worm farm is what we call a wormery in Britain. The main thing about wormeries and bokashi is they can take cooked food waste, that's not usually advised for composting.
So in part I think it depends what your source material will be.
Our wormery can get a bit whiffy, though it's not noticeable until you take the lid off to put more stuff in. Still, not sure I'd want it inside. Bokashi seems designed for indoors.
Yeah, we move ours into our glass house over winter. I also made it an insulated jacket out of plasticky padded envelopes and duct tape ๐
It's come through temperatures of -7C that way. The worms will all go deep and huddle to stay warm.