If Sam gets lost in a blizzard, Dean better find him fast! He loses body heat a lot faster than a human, and we all know humans get cold fast in that much snow.
Sam’s best method would be to try and build himself an igloo. A structure like that would be his best way of staying out of the wind and conserving what little heat he has left.
Once they reunited, Sam would need to be placed in a pocket close to Dean’s skin, so he can warm up his little brother and keep him from getting any frostbite.