To complete the Snowed In Challenge in Lego Star Wars: The Skywalker Saga, you need to lock the Stormtroopers outside of the base during the Starkiller Queen level in Episode VII – The Force Awakens. You can complete this Challenge on Story mode, and pretty much right after the start of the level. All you need to do is find an exterior door that you can lock.
Fight the Stormtroopers if you want to, but if your priority is locking at least some of their buddies outside, then ignore them and go down the corridor on the right. You’ll be attacked by even more Stormtroopers down here, and you probably shouldn’t fight these ones until after you’ve completed the Snowed In Challenge because they’re right next to the door you need to hurry up and lock.
Make sure you’re playing as a character who can grapple, then use your grapple on the handle above the door on the right. The door will close, as will the one beyond it, and the Stormtroopers outside won’t be able to get in. They’re too busy having snowball fights and making awful weather puns to care anyway. After you see the little snowy cutscene, you’ll complete the Snowed In Challenge.