As others said, buy some skis, or we make some with plastic sheeting, teflon, fridge backing etc. Some of our favorite flying is on frozen lakes over here.
One issue is cold hands, there are special mitts sold that cover both of your two hands and the radio. Personally I find them a bit inconvenient, I prefer to use fleece or knit gloves, and on colder days ski gloves with a little hole in each thumb so that the stick pokes inside.

Needless to say, if it gets really cold, invest wisely in good boots, parka and skidoo pants! Another tip we wear ski goggles to keep the face warm and act as sunglasses.

We do fly when it snows, but if it snows a lot watchout you can lose sight of the plane. We used to fly in snow or rain but it's probably not great for the transmitter.

Have fun