I live in a tropical country and we don't have any snow fall here. so for this reason I used icing sugar to create snow.
1) I put a 2 X 3 ft wide X 2 inch tall tray on a table top and frame the angle I want. Then I start to fill the angle with icing sugar and Christmas Ornament.
2)I place my mini Christmas Tree to fill the background and further behind I cover the window with my blanket. This allow the sun shine through it and create a similar texture like another Christmas tree (further behind). From here I lock in my shutter speed 1/8, aperture 5.6 and Iso 100. Speed 1/8 is because I need to capture the ambient light of the Christmas tree and the sun light that shine through the blanket. Aperture 5.6 is for the bokeh because I m using my kit lens 18mm-105mm. Iso 100 is for the quality.
3) Lastly come the lighting, my key light is from behind where 50% hit the Christmas tree and 50% light the front (icing sugar and ornament). Second light come in to fill up the hero (snowman) and last third light is a snoot with a honeycomb to precise the little bright light to the front right corner (this give the little kick of bright light that mimic the back light source).
This is how the picture look like
And some other
Hope this little information can give some kick start to you all in term of setup and lighting.
Photo credits: HongChan001.