Miguel already said a weather system could be put into the game and I'm sure snow storm vision obfuscation would be the first effect added.
well if they do snowstorms just like skyrim it would be ok i think sometimes i could see almost nothing cause there was so much snow ^^
Space Marines can breathe underwater. In Black Crusade they have the "amphibius" trait which is exactly that.
Pretty sure Space Wolves are already used to fighting in cold climates, Fenris is already classified a death world. Snow wouldn't be a problem for most space marines at all