Hello Victoria. I will try to explain it for you.
The winter evening and a sunny morning are moments/events here. Without a time period! Do not think of time, just a moment or event! Your examples that you have put down, that use the preposition IN have time periods 'in the morning/afternoon or in the evening' are said with a time period in mind.
Example, "i will call you in the afternoon" When will i call you? During the time period between 12pm and 6pm. A TIME PERIOD of the afternoon!
So, your sentence - happiness is sitting on a sofa on a winter evening with a box of chocolates, means that the happiness is sitting on a sofa at this particular event that is called a winter evening.
Another way., you could think about it is literally doing the action of being ON something. So, imagine that 'the winter evening' is a carpet laying on the ground in your living room. You get up on top of a chair and you JUMP on top of the carpet. You have now landed ON the carpet! So, you have landed on top of the moment, the event, 'the winter evening'.
I hope this helps