As cold air flows over the warm water, the bottom layer over the surface of the water is heated from below.
Moisture also evaporates into the air as it is heated.
Since warm air is lighter and less dense than cold air, the heated air rises and begins to cool. As the air cools, the moisture that evaporated into it condenses and forms clouds. When enough moisture condenses out of the air, snow falls over the regions downwind of the Great Lakes. The greater the temperature contrast between the cold air and the warm water, the heavier the snow showers will be. If the temperature contrast is great enough, the rising air will have enough buoyancy to form thundersnow, which are thunderstorms that have snow falling out of them rather than rain.