If you're camping in cold weather, you absolutely NEED to build a fire. Building a fire in snow is the same principle as building a fire in the rain. If there is snow on the ground try to clear some away to make a fire pit. If you have an actual fire pit, clear the snow out of it and around the edges. Try to estimate which way the water will run when the snow melts and pile the snow on the downhill side. You can even use snow to make a wind break for your fire if needed. Use a good fire starter and the driest wood you have and go for it. Having a campfire in the snow is always a magical experience.