• 大雪おおゆき — heavy snow
• 初雪はつゆき — first snow
• 降雪こうせつ — snowfall
• 雪国ゆきぐに — snowy region
• 風雪ふうせつ — wind and snow

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雪 is made of the rain radical 雨 and the phonetic component 彗. It originally meant “to sweep” and later came to represent snow — something that falls and covers the ground. This kanji is strongly associated with winter and poetic imagery.

昨日きのうは雪ゆきが降ふりました。
It snowed yesterday.

初雪はつゆきを見みました。
I saw the first snow.