I have tried this myself before - it’s a tricky thing to capture, but can be done if you find the right lighting. The falling snow needs to be very well lit, maybe by a streetlight, or car headlights, or a friend with a powerful torch. And the background for the photograph needs to be dark and uncluttered. Obviously, night is the best time to get this sort of contrast for the photo. Oh, and you’ll need a tripod 😉