This is one of my daughters. She agreed to pose for me a few minutes before bed. She is wearing pyjamas under the coat.
The actual set up for this is simple. The goal was to make it look like she was outside at night. I used one softbox on a studio strobe on her left. On her left and behind her I used a speedlight with a blue gel.
I took 10 - 15 photos total. She then went to bed.
I processed the base photo in Lightroom and then went to Elements for adding the snow.
I used a royalty free photo of the snow. I am not sure if it is actually snow, but it looks right.
I created three copies of the snow in layers. On each I used a different setting for a Gaussian blur filter. This makes the snowflakes look like some are close and some are far away.
I then masked out a bunch over her face.