They set Winterfell on fire. And Robb never sent anyone to Winterfell.
The men outside Winterfell were Roose Bolton's bastard son and his men, sent there by Bolton for Robb.
Conversation from Episode 8
Robb: Still no word?
Bolton: We've sent a dozen ravens, none have returned. My bastard is only a few days from Winterfell, once he captures the castle..
Robb: Theon has my brothers, if we storm the castle..
Bolton: He wouldn't dare hurt the boys. They're his only hope of escaping the North with his head.
Robb: Send word to your son. Any Iron born who surrender, will be allowed to return safely to their homes..
Bolton: A touch of mercy is a virtue, your Grace, too much..
Robb: Any Iron born with the exception of Theon Greyjoy. He betrayed our cause, he betrayed me. We will hunt him down no matter where he runs.
Bolton: I expect his countrymen will turn on him the minute they hear the offer.
Bolton was correct, the Iron men turned on Greyjoy and gave him up to save themselves. The only matter now is what happened to Winterfell, who killed the people and who burnt it down because it couldn't have been the Iron men based on what we saw.