http://www.las-ventas.com/
also in Spanish,sorry
weather several have answer correctly cant predict weather, I have lived in Madrid and seen snow cover the cars tops, freezing weather and then it can be pleasant in February.
here is the meteological society historic avg for february
http://www.aemet.es/es/elclima/datosclimatologicos/valoresclimatologicos?l=3195&k=mad
in spanish but reads mainly avg temp for february of 7,9 C degrees with a high of 12,0 and a low of 3,7C degrees. just come prepare for the cold.snowing at Retiro Park and trying to walk on the lake///got not too far,wet,,jejejeje but fun if you are young and daring.

