If you are stranded in your vehicle while it is snowing, the best chance you have to stay within the vehicle. Going out to look for help can only make you lost and will deteriorate the energy reserves of your body. Moreover, you may get in an accident or be lost in the cold, making it difficult to stay safe. In comparison, you will be safe and much warmer within the confines of your vehicle.
A good choice is to start your engine every five minutes, this burns off some fuel and prevents carbon monoxide poisoning. You can stay warm inside while the snow clears up and can then look for help.