I watched the films and read the books many times but I can't recall Draco spending Winter break out of Hogwarts, maybe in the Half-Blood Prince, but otherwise, I have no idea.
He likely went home in the first year. Certainly he was mocking Harry about staying. He doesn't merit a further mention until Easter (e.g. March).
‘I do feel so sorry,’ said Draco Malfoy, one Potions class, ‘for all those people who have to stay at Hogwarts for Christmas because they’re not wanted at home.’
Harry Potter and the Philosopher's Stone
He stayed at Hogwarts in the second year. No explanation is given for this.
In the second week of December Professor McGonagall came around as usual, collecting names of those who would be staying at school for Christmas. Harry, Ron and Hermione signed her list; they had heard that Malfoy was staying, which struck them as very suspicious. The holidays would be the perfect time to use the Polyjuice Potion and try to worm a confession out of him.
Harry Potter and the Chamber of Secrets
There's zero mention of Malfoy over the Christmas period in Prisoner of Azkaban. That being said, he seems to be unaware of Harry's christmas gift (the Firebolt) until he's showing it around to the general community in January.
Draco, along with the entire student body, remained at Hogwarts for the fourth year (to attend the Yule Ball).
A group of Slytherins came up the steps from their dungeon common room. Malfoy was in front; he was wearing dress robes of black velvet with a high collar, which in Harry’s opinion made him look like a vicar. Pansy Parkinson was clutching Malfoy’s arm, in very frilly robes of pale pink.
Harry Potter and the Goblet of Fire
Draco doesn't appear (and only receives a scant mention) between December and January in book five. Harry is away from Hogwarts over Christmas and the action follows him.
Draco doesn't appear (and only receives a scant mention) between December and January in book six. Harry is away from Hogwarts over Christmas and the action follows him.
Draco is at Malfoy Manor a few days after Christmas, suggesting he spent the break there.
They did as they were bidden; as the lock turned Ron clicked the Deluminator and the lights whisked back into his pocket, restoring the cellar’s darkness. The door flew open; Malfoy marched inside, wand held out in front of him, pale and determined. He seized the little goblin by the arm and backed out again, dragging Griphook with him. The door slammed shut and at the same moment a loud crack echoed inside the cellar.
Harry Potter and the Deathly Hallows