Okay, I was idling about in DF while I was waiting for stuff to happen, and I decided to test this.
Freezing water over an ocean is impossible. It appears that the water is artificially kept unfrozen, so it's probably a hack of some sort. This extends over the ocean biome, which includes the water and the sand beach.
I tested this in multiple stages. I pumped sea water directly from the ocean to nowhere in particular, and that didn't freeze. So I built a pump directly on top of that one, just to make sure that the ground wasn't preventing the sea water from freezing. That, too, didn't work.
So I tried pumping towards the mainland, towards the freezing taiga I had settled on. The water remained unfrozen, until it touched the first tiles of the taiga. Then it froze. This was a curious result, so I built a well over the ocean, and had dwarves pour water in various places to see how they would freeze. I also built a well over the aquifer, and tested where water from that would freeze.
If my dwarves dumped ocean water onto the taiga, it would just disappear. If they dumped ocean water over the ocean, there would be puddles of 1/7 water. If I dumped salty aquifer water over the taiga, it would freeze, and if I dumped salty aquifer water over the ocean, there would be puddles of 1/7 water.
So then I performed a final test. Using my two pump tower, I poured water into a small enclosure on the sand that was designed to overflow towards the taiga. As expected, the water remained liquid, until it overflowed onto the taiga, where it immediately froze, thus giving me a pool of water.
So, in conclusion, sorry guys, no ice castles in the ocean.