Instructions regarding snowman making (and other winter activities, including how to dress properly for playing outside in the snow) are highlighted in this 1945 video entitled Play In The Snow.
An Erpi Classroom Film produced by Encyclopedia Britannica Films, Inc. In collaboration with Lawrence E. Briggs, M.S., Massachusetts State College.
Some of the highlights are shown below from the film, which can be seen on YouTube
screen grabs from http://www.youtube.com/watch?v=Kdu4ppoi5No
You can see more historical holiday films at the Vintage Christmas Films and Cartoons links on: