The snow on Io is not made of water. It is made of a volcanic gas called sulfur dioxide. On Earth there are places a little bit like Io. The country Iceland has volcanoes under layers of thick ice. It has ice caves and steamy vents in the same place.
Adventurous visitors soak their feet in snowy hot springs.
In the winter, Yellowstone National Park also has hot and cold things in the same place. It has snow and icicles and steam and boiling mud. It also has a famous geyser called Old Faithful. In Yellowstone toasty creeks bubble through frosty meadows. Iceland and Yellowstone are mild compared to Io.