"OMG - outside tap blew up and water is spewing everywhere & flooding towards house!! I DON'T know where shut off valve is!!"
If you've ever frozen a bottle of water and noticed how the bottle has bulged, you understand to some extent why this happens. Unlike many liquids that shrink in volume when frozen, water actually expands in volume, causing the bottle to bulge - or break if it is inflexible material like glass.
When this happens inside plumbing, the push of the water expanding as it freezes into ice can burst a pipe. In the example above, my friend was lucky that the burst was outside the house and the water was spewing into the yard. They were also lucky that it happened while they were home or it could have still flooded back into the house, but it would have been much worse if the freeze had occurred a bit further into the pipe because water would have been flooding directly into their basement.
Frozen pipes are always a nuisance and can happen where plumbing is running on or close to exterior walls, but outdoor taps are especially risky because by their nature they extend beyond the interior of the house and are exposed to the outdoor temperatures.
Winter has been mild so far but that has to change at some point.. So, if you haven't already, go figure out where the shutoff valves are for your outdoor taps and turn them off, then open the taps outside to drain any water still inside (and confirm they are off).