Snow occurs when water vapours in the air freeze before they can turn into water. This happens when the temperature in the clouds is very cold. Snowflakes are made up of crystals of ice that have formed around bits of dirt in the air.
The snowflakes start out very small and grow. Each snowflake is different and might contain up to 200 crystals!!
It is a myth that it needs to be below zero to snow. In fact, in this country, the heaviest snowfalls tend to occur when the air temperature is between zero and 2 °C!!
Check out this video for more information!